Introduction To The Theory of Infinite-Dimensional Dissipative Systems-6

Author: I. D.
Chueshov This book provides an exhau-

stive introduction to the scope
Title: Introduction to the Theory
of main ideas and methods of the
of InfiniteDimensional
A CTA 200
ISBN:
Dissipative Systems
9667021
966 702164
645
theory of infinite-dimensional dis-
sipative dynamical systems which
has been rapidly developing in re-
cent years. In the examples
systems generated by nonlinear
partial differential equations
I. D. Chueshov arising in the different problems
of modern mechanics of continua
are considered. The main goal
of the book is to help the reader
I ntroduction to the Theory to master the basic strategies used
of Infinite-Dimensional in the study of infinite-dimensional
dissipative systems and to qualify
D issipative him/her for an independent scien-
S ystems tific research in the given branch.
Experts in nonlinear dynamics will
find many fundamental facts in the
convenient and practical form
Universitylecturesincontemporarymathematics
in this book.
The core of the book is com-
posed of the courses given by the
author at the Department
of Mechanics and Mathematics
at Kharkov University during
a number of years. This book con-
tains a large number of exercises
which make the main text more
complete. It is sufficient to know
the fundamentals of functional
analysis and ordinary differential
equations to read the book.
Translated by
You can O R D E R this book Constantin I. Chueshov
from the Russian edition (ACTA, 1999)
while visiting the website
of ACTA Scientific Publishing House Translation edited by
http://www.acta.com.ua
www.acta.com.ua/en/ Maryna B. Khorolska
Chapter 6
Homoclinic Chaos
in Infinite-Dimensional Systems
Contents
....1 Bernoulli Shift as a Model of Chaos . . . . . . . . . . . . . . . . . . . . 365

....2 Exponential Dichotomy and Difference Equations . . . . . . . 369
....3 Hyperbolicity of Invariant Sets
for Differentiable Mappings . . . . . . . . . . . . . . . . . . . . . . . . . . 377
....4 Anosovs Lemma on e -trajectories . . . . . . . . . . . . . . . . . . . . 381
....5 Birkhoff-Smale Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
....6 Possibility of Chaos in the Problem
of Nonlinear Oscillations of a Plate . . . . . . . . . . . . . . . . . . . . 396
....7 On the Existence of Transversal Homoclinic Trajectories . . 402
.... References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413

In this chapter we consider some questions on the asymptotic behaviour of a dis-
crete dynamical system. We remind (see Chapter 1) that a discrete dynamical sys-
tem is defined as a pair ( X , S ) consisting of a metric space X and a continuous
mapping of X into itself. Most assertions on the existence and properties of attrac-
tors given in Chapter 1 remain true for these systems. It should be noted that the fol-
lowing examples of discrete dynamical systems are the most interesting from the
point of view of applications: a) systems generated by monodromy operators (period
mappings) of evolutionary equations, with coefficients being periodic in time;
b) systems generated by difference schemes of the type t -1 ( u n + 1 - un ) =
= F ( un ) , n = 0 , 1 , 2 , in a Banach space X (see Examples 1.5 and 1.6 of Chap-
ter 1).
The main goal of this chapter is to give a strict mathematical description of one
of the mechanisms of a complicated (irregular, chaotic) behaviour of trajectories.
We deal with the phenomenon of the so-called homoclinic chaos. This phenomenon
is well-known and is described by the famous Smale theorem (see, e.g., [13]) for fi-
nite-dimensional systems. This theorem is of general nature and can be proved for
infinite-dimensional systems. Its proof given in Section 5 is based on an infinite-di-
mensional variant of Anosovs lemma on e -trajectories (see Section 4). The conside-
rations of this Chapter are based on the paper [4] devoted to the finite-dimensional
case as well as on the results concerning exponential dichotomies of infinite-dimen-
sional systems given in Chapter 7 of the book [5]. We follow the arguments given in [6]
while proving Anosovs lemma.
1 Bernoulli Shift as a Model of Chaos
Mathematical simulation of complicated dynamical processes which take place in real

systems requires that the notion of a state of chaos be formalized. One of the possible
approaches to the introduction of this notion relies on a selection of a class of expli-
citly solvable models with complicated (in some sense) behaviour of trajectories.
Then we can associate every model of the class with a definite type of chaotic beha-
viour and use these models as standard ones comparing their dynamical structure
with a qualitative behaviour of the dynamical system considered. A discrete dynami-
cal system known as the Bernoulli shift is one of these explicitly solvable models.
Let m 2 and let

S m = x = ( , x-1 , x0 , x1 , ) : xj { 1 , 2 , , m } , j Z ,

i.e. S m is a set of two-sided infinite sequences the elements of which are the inte-
gers 1 , 2 , , m . Let us equip the set S m with a metric
366 Homoclinic Chaos in Infinite-Dimensional Systems
C
xi - yi

h
a d(x, y) = 2 - i ----------------------------- . (1.1)
p 1 + xi - yi
t i = -
e
r Here x = { xi : i Z } and y = { yi : i Z } are elements of S m . Other methods
of introduction of a metric in Sm are given in Example 1.1.7 and Exercise 1.1.5.
6
E x e r c i s e 1.1 Show that the function d ( x , y ) satisfies all the axioms of
a metric.
E x e r c i s e 1.2 Let x = { x i } and y = { yi } be elements of the set S m .

Assume that xi = y i for i N and for some integer N . Prove that
d ( x , y ) 2- N + 1 .
E x e r c i s e 1.3 Assume that equation d ( x , y ) < 2 -N holds for x , y S m ,

where N is a natural number. Show that xi = yi for all i N - 1
(Hint: d ( x , y ) 2 - i - 1 if x i yi ).
E x e r c i s e 1.4 Let x S m and let

U N ( x ) = { y S m : xi = yi for i N } . (1.2)
Prove that for any 0 < e < 1 the relation
U N ( e ) + 2 ( x ) { y : d ( x , y ) < e } U N ( e ) - 1( x )
holds, where N(e) is an integer with the property
ln 1 e
N ( e ) < -------------- N ( e ) + 1 .
ln 2
E x e r c i s e 1.5 Show that the space Sm with metric (1.1) is a compact met-
ric space.
In the space S m we define a mapping S which shifts every sequence one symbol
left, i.e.
[ S x ]i = xi + 1 , i Z, x = { xi } Sm .
Evidently, S is invertible and the relations
d (S x, S y) 2 d (x, y) , d ( S -1 x , S -1 y ) 2 d ( x , y )
hold for all x , y S m . Therefore, the mapping S is a homeomorphism.
The discrete dynamical system ( S m , S ) is called the Bernoulli shift of the
space of sequences of m symbols. Let us study the dynamical properties of the sys-
tem ( S m , S ) .
E x e r c i s e 1.6 Prove that ( Sm , S ) has m fixed points exactly. What struc-

ture do they have?
Bernoulli Shift as a Model of Chaos 367
We call an arbitrary ordered collection a = ( a 1 , , aN ) with aj { 1 , , m }

a segment (of the length N ). Each element x Sm can be considered as an or-
dered infinite family of finite segments while the elements of the set S m can be con-
structed from segments. In particular, using the segment a = ( a1 , , aN ) we can
construct a periodic element a S m by the formula
aN k + j = aj , j {1 , , N} , k Z. (1.3)
E x e r c i s e 1.7 Let a = ( a1 , , aN ) be a segment of the length N and let

a S m be an element defined by (1.3). Prove that a is a periodic
point of the period N of the dynamical system ( S m , S ) , i.e.
SN a = a .
E x e r c i s e 1.8 Prove that for any natural N there exists a periodic point
of the minimal period equal to N .
E x e r c i s e 1.9 Prove that the set of all periodic points is dense in S m , i.e. for
every x Sm and e > 0 there exists a periodic point a with the
property d ( x , a ) < e (Hint: use the result of Exercise 1.4).
E x e r c i s e 1.10 Prove that the set of nonperiodic points is not countable.
E x e r c i s e 1.11 Let a = ( , a , a , a , ) and b = ( , b , b , b , ) be fi-

xed points of the system ( S m , S ) . Let C = { ci } be an element
of Sm such that ci = a for i -M1 and c i = b for i M2 , where
M1 and M2 are natural numbers. Prove that
lim S n c = a , lim S n c = b . (1.4)
n - n
Assume that an element c S m possesses property (1.4) with c a and c b .

If a b , then the set
ga , b = { S n c : n Z }
is called a heteroclinic trajectory that connects the fixed points a and b .
If a = b , then ga = ga , a is called a homoclinic trajectory of the point a . The
elements of a heteroclinic (homoclinic, respectively) trajectory are called hetero-
clinic (homoclinic, respectively) points.
E x e r c i s e 1.12 Prove that for any pair of fixed points there exists an infinite
number of heteroclinic trajectories connecting them whereas the
corresponding set of heteroclinic points is dense in S m .
E x e r c i s e 1.13 Let
g1 = { S n a : n Z } = { S n a : n = 0 , 1 , , N1 - 1 }
and
g2 = { S n b : n Z } = { S n b : n = 0 , 1 , , N2 - 1 }
C
h
be cycles (periodic trajectories). Prove that there exists a hetero-
a clinic trajectory g1 , 2 = { S n c : n Z } that connects the cycles g1
p
t and g2 , i.e. such that
e
r dist ( S n c , g1 ) inf d ( S n c , x ) 0 , n -
x g1
6 and
dist ( S n c , g2 ) = inf d ( S n c , x ) 0 , n + .
x g2
For every N there exists only a finite number of segments of the length N . There-
fore, the set L of all segments is countable, i.e. we can assume that L = { a k :
k = 1 , 2 , } , therewith the length of the segment a k + 1 is not less than the length
of ak . Let us construct an element b = { bi : i Z } from S m taking bi = 1 for
i 0 and sequentially putting all the segments ak to the right of the zeroth posi-
tion. As a result, we obtain an element of the form
b = ( , 1 , 1 , 1 , a1 , a2 , a3 , ) , aj L . (1.5)
E x e r c i s e 1.14 Prove that a positive semitrajectory g + = { S n b , n 0 } with

b having the form (1.5) is dense in Sm , i.e. for every x S m and
e > 0 there exists n = n ( x , e ) such that d ( x , S n b ) < e .
E x e r c i s e 1.15 Prove that the semitrajectory g + constructed in Exercise 1.14

returns to an e -vicinity of every point x S m infinite number
of times (Hint: see Exercises 1.4 and 1.9).
E x e r c i s e 1.16 Construct a negative semitrajectory g = { S n c : n 0 }

which is dense in S m .
Thus, summing up the results of the exercises given above, we obtain the following
assertion.
Theorem 1.1.
The dynamical system ( S m , S ) of the Bernoulli shift of sequences
of m symbols possesses the properties:
1) there exists a finite number of fixed points;
2) there exist periodic orbits of any minimal period and the set of these
orbits is dense in the phase space S m ;
3) the set of nonperiodic points is uncountable;
4) heteroclinic and homoclinic points are dense in the phase space;
5) there exist everywhere dense trajectories.
All these properties clearly imply the extraordinarity and complexity of the dyna-
mics in the system ( S m , S ) . They also give a motivation for the following definitions.
Exponential Dichotomy and Difference Equations 369
Let ( X , f ) be a discrete dynamical system. The dynamics of the system ( X , f )

is called chaotic if there exists a natural number k such that the mapping f k is
topologically conjugate to the Bernoulli shift for some m , i.e. there exists a homeo-
morphism h: X Sm such that h ( f k ( x ) ) = S ( h ( x ) ) for all x X . We also say
that chaotic dynamics is observed in the system ( X , f ) if there exist a number k
and a set Y in X invariant with respect to f k ( f k Y Y ) such that the restriction
of f k to Y is topologically conjugate to the Bernoulli shift.
It turns out that if a dynamical system ( X , f ) has a fixed point and a correspon-
ding homoclinic trajectory, then chaotic dynamics can be observed in this system
under some additional conditions (this assertion is the core of the Smale theorem).
Therefore, we often speak about homoclinic chaos in this situation. It should also be
noted that the approach presented here is just one of the possible methods used to
describe chaotic behaviour (for example, other approaches can be found in [1] as
well as in book [7], the latter contains a survey of methods used to study the dynam-
ics of complicated systems and processes).
2 Exponential Dichotomy
and Difference Equations
This is an auxiliary section. Nonautonomous linear difference equations of the form

xn + 1 = An xn + h n , n Z, (2.1)
in a Banach space X are considered here. We assume that { An } is a family of linear
bounded operators in X , hn is a sequence of vectors from X . Some results both
on the dichotomy (splitting) of solutions to homogeneous ( hn 0 ) equation (2.1)
and on the existence and properties of bounded solutions to nonhomogeneous equa-
tion are given here. We mostly follow the arguments given in book [5] as well as
in paper [4] devoted to the finite-dimensional case.
Thus, let { An : n Z } be a sequence of linear bounded operators in a Banach
space X . Let us consider a homogeneous difference equation
xn + 1 = An xn , n J, (2.2)
where J is an interval in Z , i.e. a set of integers of the form
J = { n Z : m1 < n < m 2 } ,
where m1 and m 2 are given numbers, we allow the cases m1 = - and m 2 = + .
Evidently, any solution { xn : n J } to difference equation (2.2) possesses the pro-
perty
xm = F ( m , n ) xn , m n, m, n J ,
C
h
where F ( m , n ) = A m - 1 An for m > n and F ( m , m ) = I . The mapping
a F ( m , n ) is called an evolutionary operator of problem (2.2).
p
t
e E x e r c i s e 2.1 Prove that for all m n k we have
r
F ( m , k) = F ( m , n) F ( n , k) .
6
E x e r c i s e 2.2 Let { Pn : n J } be a family of projectors (i.e. Pn2 = Pn ) in X
such that Pn + 1 A n = An Pn . Show that
Pm F ( m , n ) = F ( m , n ) Pn , m n, m, n J ,
i.e. the evolutionary operator F ( m , n ) maps Pn X into Pm X .
E x e r c i s e 2.3 Prove that solutions { x n } to nonhomogeneous difference

equation (2.1) possess the property
m-1
xm = F ( m , n ) xn + F(m, k + 1) h
k=n
k, m > n.
Let us give the following definition. A family of linear bounded operators { An }

is said to possess an exponential dichotomy over an interval J with constants
K > 0 and 0 < q < 1 if there exists a family of projectors { Pn : n J } such that
a) Pn + 1 A n = A n Pn , n, n + 1 J ;
b) F ( m , n ) Pn K qm - n , m n, m, n J ;
c) for n m the evolutionary operator F ( n , m ) is a one-to-one mapping
of the subspace ( 1 - Pm ) X onto ( 1 - Pn ) X and the following estimate
holds:
F ( n , m ) -1 (1 - Pn ) K qn - m , m n, m, n J .
If these conditions are fulfilled, then it is also said that difference equation (2.2) ad-
mits an exponential dichotomy over J . It should be noted that the cases J = Z and
J = Z are the most interesting for further considerations, where Z+ ( Z ) is
the set of all nonnegative (nonpositive) integers.
The simplest case when difference equation (2.2) admits an exponential dicho-
tomy is described in the following example.
E x a m p l e 2.1 (autonomous case)

Assume that equation (2.2) is autonomous, i.e. An A for all n , and the spec-
trum s ( A ) does not intersect the unit circumference { z C : z =1 } . Linear
operators possessing this property are often called hyperbolic (with respect to
the fixed point x = 0 ). It is well-known (see, e.g., [8]) that in this case there
exists a projector P with the properties:
a) A P = P A , i.e. the subspaces PX and ( 1 - P ) X are invariant with re-

spect to A ;
b) the spectrum s ( A PX ) of the restriction of the operator A to P X lies
strictly inside of the unit disc;
c) the spectrum s ( A ( 1 - P ) X ) of the restriction of A to the subspace
( 1 - P ) X lies outside the unit disc.
E x e r c i s e 2.4 Let C be a linear bounded operator in a Banach space X and

let r max { z : z s ( C ) } be its spectral radius. Show that for
any q > r there exists a constant Mq 1 such that
C n Mq q n , n = 0, 1, 2,
(Hint: use the formula r = lim C n 1/ n the proof of which can be
n
found in [9], for example).
Applying the result of Exercise 2.4 to the restriction of the operator A to PX , we ob-
tain that there exist K > 0 and 0 < q < 1 such that
An P K q n , n 0. (2.3)
It is also evident that the restriction of the operator A to ( 1 - P ) X is invertible and
the spectrum of the inverse operator lies inside the unit disc. Therefore,
A-n (1 - P) K qn , n 0, (2.4)
where the constants K > 0 and 0 < q < 1 can be chosen the same as in (2.3). The
evolutionary operator F ( m , n ) of the difference equation xn + 1 = A xn has the
form F ( m , n ) = A m - n , m n . Therefore, the equality AP = PA and estimates
(2.3) and (2.4) imply that the equation xn + 1 = A xn admits an exponential dicho-
tomy over Z , provided the spectrum of the operator A does not intersect the unit
circumference.
E x e r c i s e 2.5 Assume that for the operator A there exists a projector P

such that AP = PA and estimates (2.3) and (2.4) hold with 0 < q < 1 .
Show that the spectrum of the operator A does not intersect the
unit circumference, i.e. A is hyperbolic.
Thus, the hyperbolicity of the linear operator A is equivalent to the exponential di-
chotomy over Z of the difference equation xn + 1 = A xn with the projectors Pn in-
dependent of n . Therefore, the dichotomy property of difference equation (2.2)
should be considered as an extension of the notion of hyperbolicity to the nonauto-
nomous case. The meaning of this notion is explained in the following two exercises.
E x e r c i s e 2.6 Let A be a hyperbolic operator. Show that the space X can be

decomposed into a direct sum of stable X s and unstable X u sub-
spaces, i.e. X = X s + X u therewith
C
h An x K q n x , x Xs , n 0,
a
p
t
An x K -1 q -n x , x Xu , n 0,
e
r
with some constants K > 0 and 0 < q < 1 .
6 E x e r c i s e 2.7 Let X = R 2 be a plane and let A be an operator defined by

the formula
A ( x1 , x2 ) = ( 2 x1 + x2 ; x1 + x2 ) , x = ( x1 ; x2 ) R 2 .
Show that the operator A is hyperbolic. Evaluate and display gra-
phically stable X s and unstable X u subspaces on the plane. Display
graphically the trajectory { An x : n Z } of some point x that lies
neither in X s , nor in X u .
The next assertion (its proof can be found in the book [5]) plays an important role in
the study of existence conditions of exponential dichotomy of a family of operators
{ An : n Z } .
Theorem 2.1.
Let { An : n Z } be a sequence of linear bounded operators in a Ba-
nach space X . Then the follo
following assertions are equivalent:
(i) the sequence { An : n Z } possesses an exponential dichotomy over
Z,
(ii) for any bounded sequence { hn : n Z } from X there exists a unique
bounded solution { xn : n Z } to the nonhomogeneous difference
equation
xn + 1 = An xn + hn , n Z. (2.5)
In the case when the sequence { A n } possesses an exponential dichotomy, solutions

to difference equation (2.5) can be constructed using the Green function :
F(n, m) P , n m,
m
G (n, m) =
-[ F ( m , n ) ] -1 ( 1 - P ) , n < m.
m
E x e r c i s e 2.8 Prove that G ( n , m ) K q n - m .
E x e r c i s e 2.9 Prove that for any bounded sequence { hn : n Z } from X

a solution to equation (2.5) has the form
xn = G (n , m + 1) h
m Z
m, n Z.
Moreover, the following estimate is valid:

1+ q
sup xn K ------------ sup hn .
n 1- q n
The properties of the Green function enable us to prove the following assertion
on the uniqueness of the family of projectors { Pn } .
Lemma 2.1.
Let a sequence { An } possess an exponential dichotomy over Z . Then
the projectors { Pn : n Z } are uniquely defined.
Proof.
Assume that there exist two collections of projectors { Pn } and { Q n } for
which the sequence { A n } possesses an exponential dichotomy. Let GP ( n , m )
and GQ ( n , m ) be Green functions constructed with the help of these collec-
tions. Then Theorem 2.1 enables us to state (see Exercise 2.9) that
G
m Z
P (n, m + 1 ) hm = G
m Z
Q (n, m + 1 ) hm
for all n Z and for any bounded sequence { hn } X . Assuming that h m = 0

for m k - 1 and hm = h for m = k - 1 , we find that
GP ( n , k ) h = GQ ( n , k ) h , h X, n, k Z , n k.
This equality with n = k gives us that Pn h = Qn h . Thus, the lemma is proved.
In particular, Theorem 2.1 implies that in order to prove the existence of an expo-
nential dichotomy it is sufficient to make sure that equation (2.5) is uniquely solv-
able for any bounded right-hand side. It is convenient to consider this difference

equation in the space lX l ( Z , X ) of sequences x = { x n : n Z } of elements of X
for which the norm

x l = { xn } = sup xn : n Z (2.6)
l
is finite. Assume that the condition

sup An : n Z < (2.7)

is valid. Then for any x = { xn } lX the sequence { yn = xn - A n - 1 xn - 1 } lies in lX .
Consequently, equation
( L x ) n = xn - An -1 xn -1 , x = { xn } lX (2.8)

defines a linear bounded operator acting in the space = l (Z,
X ) . Therewith as-
lX
sertion (ii) of Theorem 2.1 is equivalent to the assertion on the invertibility of the
operator L given by equation (2.8).
C
h
The assertion given below provides a sufficient condition of invertibility of the
a operator L . Due to Theorem 2.1 this condition guarantees the existence of an expo-
p
t nential dichotomy for the corresponding difference equation. This assertion will be
e
r
used in Section 4 in the proof of Anosovs lemma. It is a slightly weakened variant
of a lemma proved in [6].
6
Theorem 2.2.
Assume that a sequence of operators { A n : n Z } satisfies condition
(2.7).. Let there exist a family of projectors { Q n : n Z } such that
Qn K , 1 - Qn K , (2.9)
Qn + 1 A n ( 1 - Qn ) d , ( 1 - Qn + 1 ) An Qn d , (2.10)
for all n Z . We also assume that the operator ( 1 - Qn + 1 ) An is invertible
as a mapping from ( 1 - Q n ) X into ( 1 - Qn + 1 ) X and the estimates
An Qn l , [ ( 1 - Q n + 1 ) An ] -1 ( 1 - Q n + 1 ) l (2.11)
are valid for every n Z . If
Kl 1--- , d 1
--- , (2.12)
8 8

then the operator L acting in lX according to formula (2.8) is invertible
and L -1 2 K + 1 .
Proof.
Let us first prove the injectivity of the mapping L . Assume that there exists a

nonzero element x = { xn} lX such that L x = 0 , i.e. xn = An - 1 x n - 1 for all n Z .
Let us prove that the sequence { xn } possesses the property
( 1 - Qn ) xn Qn xn (2.13)
for all n Z . Indeed, let there exist m Z such that
( 1 - Qm ) xm > Qm xm . (2.14)
It is evident that this equation is only possible when ( 1 - Q m ) x m > 0 . Let us con-
sider the value
Nm + 1 ( 1 - Qm + 1 ) xm + 1 - Qm + 1 x m + 1 =
= ( 1 - Qm + 1 ) Am xm - Qm + 1 Am xm . (2.15)
It is clear that
( 1 - Qn + 1 ) An xn ( 1 - Qn + 1 ) An ( 1 - Qn ) xn - ( 1 - Qn + 1 ) An Qn xn .
Since
[ ( 1 - Q n + 1 ) An ] -1 ( 1 - Q n + 1 ) An ( 1 - Qn ) = ( 1 - Qn ) ,
it follows from (2.11) that

( 1 - Qn ) x l ( 1 - Q n + 1 ) An ( 1 - Q n ) x
for every x X and for all n Z . Therefore, we use estimates (2.10) to find that
( 1 - Q n + 1 ) An xn l -1 ( 1 - Q n ) xn - d xn . (2.16)
Then it is evident that
Qn + 1 An xn Q n + 1 An Qn xn + Q n + 1 An ( 1 - Q n ) xn
Q n + 1 An Q n + Qn + 1 An ( 1 - Qn ) xn .

Therefore, estimates (2.9)(2.11) imply that
Qn + 1 An xn ( K l + d ) xn , n Z. (2.17)
Thus, equations (2.15)(2.17) lead us to the estimate
N m + 1 l -1 ( 1 - Q m ) x m - ( 2 d + K l ) xm .
It follows from (2.14) that
xm Qm xm + ( 1 - Qm ) xm < 2 ( 1 - Q m ) xm .
Therefore,
N m + 1 > ( l -1 - 2 K l - 4 d ) ( 1 - Q m ) xm .
Hence, if conditions (2.12) hold, then
( 1 - Qm + 1 ) xm + 1 - Qm + 1 xm + 1 > 7 ( 1 - Qm ) xm > 0 . (2.18)
When proving (2.18) we use the fact that
l -1 8 K 8 Qn 8 .
Thus, equation (2.18) follows from (2.14), i.e. N m > 0 implies Nm + 1 > 0 . Hence,
( 1 - Qn ) xn > Qn xn for all n m.
Moreover, (2.18) gives us that
K xn ( 1 - Q n ) xn 7 n - m ( 1 - Qm ) xm , n m.
Therefore, xn + as n + . This contradicts the assumption x = { xn } lX .
Thus, for all n Z estimate (2.13) is valid. In particular it leads us to the inequality
xn ( 1 - Qn ) xn + Qn xn 2 Qn xn . (2.19)
Therefore, it follows from (2.17) that
Qn + 1 xn + 1 = Qn + 1 A n xn 2 ( K l + d ) Qn x n
for all n Z . We use conditions (2.12) to find that
Qn + 1 xn + 1 1
--- Q n xn , n Z. (2.20)
2
C
h
If x = { xn } 0 , then inequality (2.19) gives us that there exists m Z such that
a Q m xm 0 . Therefore, it follows from (2.20) that
p
t
e
Qn xn 2 m - n Qm xm > 0
r
for all n m . We tend n - to obtain that Q n xn + which is impossible
6 due to (2.9) and the boundedness of the sequence { xn } . Therefore, there does not

exist a nonzero x lX such that L x = 0 . Thus, the mapping L is injective.
Let us now prove the surjectivity of L . Let us consider an operator R in the

space lX acting according to the formula
( R y) n = Qn yn - Bn ( 1 - Q n + 1 ) yn + 1 , y = { yn } lX ,
where the operator Bn = [ ( 1 - Q n + 1 ) An ] -1 acts from ( 1 - Q n + 1 ) X into ( 1 - Qn ) X
and is inverse to ( 1 - Qn + 1 ) A n . It follows from (2.9) and (2.11) that
( 1 - Qn ) X
Ry
l
(K + l) y
l
, y lX . (2.21)
It is evident that
( L R y )n - yn = -( 1 - Q n ) yn - Bn ( 1 - Q n + 1 ) yn + 1 -
- An - 1 Qn - 1 yn - 1 + An - 1 Bn - 1 ( 1 - Q n ) y n .
Since
( 1 - Qn ) An - 1 Bn - 1(1 - Qn) = 1 - Qn ,
we have that
( L R y ) n - yn = - Bn ( 1 - Q n + 1 ) yn + 1 - An - 1 Qn - 1 yn - 1 +
+ Qn An - 1 ( 1 - Q n - 1 ) Bn - 1 ( 1 - Qn ) yn .
Consequently,
( L R y ) n - yn Bn ( 1 - Q n + 1 ) yn + 1 + An - 1 Q n - 1 yn - 1 +
+ Q n A n - 1 ( 1 - Q n - 1 ) Bn - 1 ( 1 - Q n ) yn .
Therefore, inequalities (2.10), (2.11), and (2.12) give us that

1
L R y - y l l ( 2 + d ) y l --- y l ,
2
i.e. L R - 1 1 2 . That means that the operator L R is invertible and
( L R ) -1 ( 1 - L R - 1 ) -1 2 . (2.22)
Let h = { hn } be an arbitrary element of lX . Then it is evident that the element
y=
= R ( L R ) -1 h is a solution to equation L y = h . Moreover, it follows from (2.21) and
(2.22) that
y 2 (K + l) h .
l l
Hence, L is surjective and L -1 2 K + 1 . Theorem 2.2 is proved.
Hyperbolicity of Invariant Sets for Differentiable Mappings 377
3 Hyperbolicity of Invariant Sets

for Differentiable Mappings
Let us remind the definition of the differentiable mapping. Let X and Y be Banach
spaces and let U be an open set in X . The mapping f from U into Y is called
(Frecht) differentiable at the point x U if there exists a linear bounded ope-
rator D f ( x ) from X into Y such that
1-
lim ------ f (x + v) - f (x) - D f (x) v = 0 .
v 0 v
If the mapping f is differentiable at every point x U , then the mapping D f :
x D f ( x ) acts from U into the Banach space L ( X , Y ) of all linear bounded oper-
ators from X into Y . If D f : U L ( X , Y ) is continuous, then the mapping f is
said to be continuously differentiable (or C 1 -mapping) on U . The notion of
the derivative of any order can also be introduced by means of induction. For example,
D 2 f ( x ) is the Frecht derivative of the mapping D f : U L ( X , Y ) .
E x e r c i s e 3.1 Let g and f be continuously differentiable mappings from

U X into Y and from W Y into Z , respectively. Moreover, let
U and W be open sets such that g( U ) W . Prove that ( f g) ( x ) =
= f ( g ( x ) ) is a C 1 -mapping on U and obtain a chain rule for the
differentiation of a composed function
D( f g) (x) = D f (g (x) ) D g (x) , x U.
E x e r c i s e 3.2 Let f be a continuously differentiable mapping from X into

X and let f n be the n -th degree of the mapping f , i.e. f n ( x ) =
= f ( f n - 1 ( x ) ) , n 1 , f 1 ( x ) f ( x ) . Prove that f n is a C 1 -map-
ping on X and
( D f n ) ( x ) = D f ( f n - 1( x ) ) D f ( f n - 2 ( x ) ) D f ( x ) . (3.1)
Now we give the definition of a hyperbolic set. Assume that f is a continuously dif-
ferentiable mapping from a Banach space X into itself and L is a subset in X which
is invariant with respect to f ( f ( L ) L ) . The set L is called hyperbolic (with
respect to f ) if there exists a collection of projectors { P ( x ) : x L } such that
a) P ( x ) continuously depends on x L with respect to the operator
norm;
b) for every x L
D f (x) P (x) = P ( f (x ) ) D f (x) ; (3.2)
c) the mappings D f ( x ) are invertible for every x L as linear operators
from ( 1 - P ( x ) ) X into ( I - P ( f ( x ) ) ) X ;
C
h
d) for every x L the following equations hold:
a
p ( D f n ) ( x ) P ( x ) K qn , n 0, (3.3)
t
-1
e
r
[ (D f n) (x) ] ( 1 - P ( f n ( x ) ) ) K qn , n 0, (3.4)
6 with the constants K > 0 and 0 < q < 1 independent of x L . Here

f n is the n -th degree of the mapping f ( f n ( x ) = f ( f n - 1 ( x ) ) for
n 1 and f 1 ( x ) f ( x ) ).
It should be noted that properties (b) and (c) as well as formula (3.1) enable us
to state that ( D f n ) ( x ) maps ( 1 - P ( x ) ) X into ( 1 - P ( f n ( x ) ) ) and is an invertible
operator. Therefore, the value in the left-hand side of inequality (3.4) exists.
E x e r c i s e 3.3 Let L = { x 0 } , where x 0 is a fixed point of a C 1 -mapping f ,

i.e. f ( x 0 ) = x0 . Then for the set L to be hyperbolic it is necessary
and sufficient that the spectrum of the linear operator D f ( x0 ) does
not intersect the unit circumference (Hint: see Example 2.1).
Let L be an invariant hyperbolic set of a C 1 -mapping f and let g = { xn : n Z }

be a complete trajectory (in L ) for f , i.e. g = { xn } is a sequence of points from L
such that f ( x n ) = xn + 1 for all n Z . Let us consider a difference equation ob-
tained as a result of linearization of the mapping f along g :
un + 1 = D f ( xn ) un , n Z. (3.5)
E x e r c i s e 3.4 Prove that the evolutionary operator F ( m , n ) of difference

equation (3.5) has the form
F ( m , n ) = ( D f m - n ) ( xn ) , m > n, m, n Z .
E x e r c i s e 3.5 Prove that difference equation (3.5) admits an exponential di-

chotomy over Z with (i) the constants K and q given by equations
(3.3) and (3.4) and (ii) the projectors Pn = P ( xn ) involved in the
definition of the hyperbolicity.
It should be noted that property (a) of uniform continuity implies that the projectors
P ( x ) are similar to one another, provided the values of x are close enough.
The proof of this fact is based on the following assertion.
Lemma 3.1.
Let P and Q be projectors in a Banach space X . Assume that
P K, 1-
1- P K ,
P - Q < ------ (3.6)
2K
for some constant K 1 . Then the operator
J = P Q + ( 1 - P ) ( 1 - Q) (3.7)
Hyperbolicity of Invariant Sets for Differentiable Mappings 379
possesses the property P J = J Q and is invertible, therewith

J -1 ( 1 - 2 K P - Q ) -1 . (3.8)
Proof.
Since P 2 + ( 1 - P ) 2 = 1 , we have
J - 1 = J - P 2 - (1 - P)2 = P (Q - P) + (1 - P) (P - Q) .
J -1 2K P-Q < 1 .
Hence, the operator J -1 can be defined as the following absolutely convergent
series

J -1 = (1 - J)
n=0
n
.
This implies estimate (3.8). The permutability property PJ = J Q is evident.

Lemma 3.1 is proved.
E x e r c i s e 3.6 Let L be a connected compact set and let { P ( x ) : x L } be

a family of projectors for which condition (a) of the hyperbolicity de-
finition holds. Then all operators P ( x ) are similar to one another, i.e.
for any x , y L there exists an invertible operator J = Jx , y such
that P ( x ) = J P ( y ) J -1 .
The following assertion contains a description of a situation when the hyperbolicity

of the invariant set is equivalent to the existence of an exponential dichotomy for dif-
ference equation (3.5) (cf. Exercise 3.5).
Theorem 3.1.
Let f ( x ) be a continuously differentiable mapping of the space X into
itself. Let x0 be a hyperbolic fixed point of f ( f ( x 0 ) = x0 ) and let { yn : n Z}
be a homoclinic trajectory (not equal to x0 ) of the mapping f , i.e.
f ( yn ) = yn + 1 , n Z, yn x0 , n . (3.9)
Then the set L = { x0 } { yn : n Z } is hyperbolic if and only if the diffe-
rence equation
un + 1 = D f ( yn ) un , n Z, (3.10)
possesses an exponential dichotomy over Z .
Proof.
If L is hyperbolic, then (see Exercise 3.5) equation (3.10) possesses an expo-
nential dichotomy over Z . Let us prove the converse assertion. Assume that equa-
tion (3.10) possesses an exponential dichotomy over Z with projectors { Pn : n Z }
C
h
and constants K and q . Let us denote the spectral projector of the operator D f ( x0 )
a corresponding to the part of the spectrum inside the unit disc by P . Without loss
p
t of generality we can assume that
e
r [ D f ( x0 ) ] n P K qn , n 0,
6 [ D f ( x0 ) ] -n ( 1 - P ) K q -n , n 0.
Thus, for every x L the projector P ( x ) is defined: P ( x0 ) = P , P ( yk ) = Pk .
The structure of the evolutionary operator of difference equation (3.10) (see Exer-
cise 3.4) enables us to verify properties (b)(d) of the definition of a hyperbolic set.
In order to prove property (a) it is sufficient to verify that
Pk - P 0 as k . (3.11)
Since L is a compact set, then
M = sup { D f ( x ) : x L } < . (3.12)
Let us consider the following difference equations
vn + 1 = D f ( x0 ) vn , n Z, (3.13)
and
wn( k+) 1 = D f ( yn + k ) wn( k ) , n Z, (3.14)
where k is an integer. It is evident that equation (3.14) admits an exponential di-
chotomy over Z with constants K and q and projectors Pn( k ) = Pn + k . Let G ( n , m )
and G ( k ) ( n , m ) be the Green functions (see Section 2) of difference equations
(3.13) and (3.14). We consider the sequence
xn = G ( n , 0 ) z - G ( k ) ( n , 0 ) z , z X.
Since (see Exercise 2.8)
G(n, 0) K q n , G(k) (n , 0) K q n , (3.15)
we have that the sequence { xn } is bounded. Moreover, it is easy to prove (see Exer-
cise 2.9) that { xn } is a solution to the difference equation
xn + 1 - D f ( x0 ) xn = hn [ D f ( x0 ) - D f ( yn + k ) ] G ( k ) ( n , 0 ) z .
It follows from (3.12) and (3.15) that the sequence { hn } is bounded. Therefore,
(see Exercise 2.9),
G ( n , 0 ) z - G ( k ) ( n , 0 ) z xn = G (n, m + 1) h
m Z
m.
If we take n = 0 in this formula, then from the definition of the Green function we
obtain that
( P - Pk ) z = G(0, m + 1) (D f (x ) - D f (y
m Z
0 m + k)) G( k) ( m , 0 ) z .
H y p e r b o l i c i t y o f I n v a r i a n tA nS oe st o
s vfosr LDe im e rae on nt i aeb-lter aMj ea cptpoi rnigess
f fm 381
Therefore, equation (3.15) implies that

m + m +1
( P - Pk ) z K2 D f ( x0 ) - D f ( ym + k ) q z .
m Z
Consequently,
P - Pk K2
m Z
D f ( x0 ) - D f ( ym + k ) q2 m - 1

K 2 max D f ( x0 ) - D f ( ym + k )
m N

m N
q2 m -1 + 2 M
m >N
q 2 m -1 ,

where N is an arbitrary natural number. Upon simple calculations we find that
P - Pk 2 K 2 - max D f ( x ) - D f ( y
---------------------- 2 N + 2
m + k) + 2 M q
q (1 - q 2) m N 0
for every N 1 . It follows that
4K2M
lim P - Pk ----------------- q 2 N + 1 , N = 1, 2, .
k 1- q2
We assume that N + to obtain that
lim P - Pk 0 .
k
This implies equation (3.11). Therefore, Theorem 3.1 is proved.
It should be noted that in the case when the set L = { x0 } { yn : n Z } from The-
orem 3.1 is hyperbolic the elements yn of the homoclinic trajectory g = { yn : n Z }
are called transversal homoclinic points . The point is that in some cases (see,
e.g., [4]) it can be proved that the hyperbolicity of L is equivalent to the transversa-
lity property at every point yn of the stable W s ( x0 ) and unstable W u ( x0 ) mani-
folds of a fixed point x0 (roughly speaking, transversality means that the surfaces
W s ( x0 ) and W u ( x0 ) intersect at the point yn at a nonzero angle). In this case the
trajectory g is often called a transversal homoclinic trajectory .
4 Anosovs Lemma on e -trajectories
Let f be a C 1 -mapping of a Banach space X into itself. A sequence { yn : n Z }

in X is called a d -pseudotrajectory (or d -pseudoorbit) of the mapping f if for
all n Z the equation
yn + 1 - f ( yn ) d
C
h
is valid. A sequence { xn : n Z } is called an e -trajectory of the mapping f cor-
a responding to a d -pseudotrajectory { yn : n Z } if
p
t (a) f ( xn ) = xn + 1 for any n Z ;
e
r (b) xn - yn e for all n Z .
6 It should be noted that condition (a) means that { xn } is an orbit (complete tra-
jectory) of the mapping f . Moreover, if a pair of C 1 -mappings f and g is given,
then the notion of the e -trajectory of the mapping g corresponding to a d -pseu-
doorbit of the mapping f can be introduced.
The following assertion is the main result of this section.
Theorem 4.1.
Let f be a C 1-mapping of a Banach space X into itself and let L be
a hyperbolic invariant ( f ( L ) L ) set. Assume that there exists a D -vicini-
ty O of the set L such that f ( x ) and D f ( x ) are bounded and uniformly
continuous on the closure O of the set O . Then there exists e0 > 0 posses-
sing the property that for every 0 < e e0 there exists d = d ( e ) > 0 such
that any d -pseudoorbit { yn : n Z } lying in L has a unique e -trajectory
{ xn : n Z } corresponding to { yn } .
As the following theorem shows, the property of the mapping f to have an e -trajec-
tory is rough, i.e. this property also remains true for mappings that are close to f .
Theorem 4.2.
Assume that the hypotheses of Theorem 4.1 hold for the mapping f .
Let Wh ( f ) be a set of continuously differentiable mappings g of the space
X into itself such that the following estimates hold on the closure O of the
D -vicinity O of the set L :
f (x) - g (x) < h , D f (x) - D g (x) < h . (4.1)
Then e0 > 0 can be chosen to possess the property that for every e ( 0 , e0 ]
there exist d = d ( e ) > 0 and h = h ( e ) > 0 such that for any d -pseudotra-
jectory { yn : n Z } (lying in L ) of the mapping f and for any g Wh ( f )
there exists a unique trajectory { xn : n Z } of the mapping g with the pro-
perty
yn - x n e for all n Z.
It is clear that Theorem 4.1 is a corollary of Theorem 4.2 the proof of which is based
on the lemmata below.
f fm 383
Lemma 4.1.
Let U be an open set in a Banach space X and let F : U X be a con-
tinuously differentiable mapping. Assume that for some point y U
there exist an operator [ D F ( y ) ] -1 and a number e0 > 0 such that
-1
D F (x) - D F (y) 2 [ D F ( y ) ] -1 (4.2)

for all x with the property x - y e 0 . Assume that for some e ( 0 , e0 ]
the inequality
-1
-1
F (y) q e 2 [ D F (y) ] (4.3)

is valid with 0 < q < 1 . Then for any C 1 -mapping G : U X such that
-1
G (x) - F (x) e ( 1 - q ) 2 [ D F ( y ) ] -1 (4.4)

and
-1
DG (x) - D F (x) --- 2 [ D F ( y ) ] -1
1 (4.5)
2
for x - y e 0 , the equation G ( x ) = 0 has a unique solution x with
the property x - y e .
Proof.
-1 -1
Let G = ( 2 [ D F ( y ) ] ) and let
h (x) = F (x) - F (y) - D F (y) (x - y) .
For x1 , x2 Be { z : z - y e0 } we have that
0
h ( x1 ) - h ( x2 ) = F ( x1 ) - F ( x2 ) - D F ( y ) ( x1 - x2 ) =
1
=
( D F ( x + x ( x - x ) ) - D F ( y ) ) ( x - x ) dx .
0
1 2 1 1 2
Since
1
h ( x1 ) - h ( x2 )
D F (x + x (x - x ) ) - D F (y) dx
0
1 2 1 x1 - x2 ,
it follows from (4.2) that

h ( x1 ) - h ( x 2 ) G x1 - x2 (4.6)
for all x1 and x2 from Be . Now we rewrite the equation G ( x ) = 0 in the form
0
x = T ( x ) y - [ D F ( y ) ] -1 ( G ( x ) - F ( x ) + F ( y ) + h ( x ) ) .
C
h
Let us show that the mapping T has a unique fixed point in the ball Be = { x :
a x - y e } . It is evident that
p
[ D F ( y ) ] -1 G ( x ) - F ( x ) + F ( y ) + h ( x )
t
T(x) - y
e
r

for any x Be . Since h ( y ) = 0 , we obtain from (4.6) that
6
h(x) = h(x) - h (y) G x - y Ge .
Therefore, estimates (4.3) and (4.4) imply that
T(x) - y e
for x Be ,
i.e. T maps the ball Be into itself. This mapping is contractive in Be . Indeed,
T ( x1 ) - T ( x2 ) 1- H (x , x ) + h(x ) - h(x ) ,
------
2G 1 2 1 2
where
H ( x1 , x 2 ) G ( x1 ) - G ( x2 ) - F ( x1 ) + F ( x2 ) =
1
=
[ D G ( x + x ( x - x ) ) - D F ( x + x ( x - x ) ) ] dx ( x - x ) .
0
1 1 2 1 1 2 1 2

H ( x1 , x2 ) 1
--- G x1 - x2 .
2
This equation and inequality (4.6) imply the estimate
T ( x1 ) - T ( x 2 ) 3
--- x1 - x2 .
4
Therefore, the mapping T has a unique fixed point in the ball Be = { x :
x - y e } . The lemma is proved.
Let the hypotheses of Theorems 4.1 and 4.2 hold. We assume that h < 1 in (4.1).
Then for any element g Wh ( f ) the following estimates hold:
g (x) M , D g (x) M , x O , (4.7)
where M > 0 is a constant. In particular, these estimates are valid for the mapping f .
Lemma 4.2.
Let { yn : n Z } be a d -pseudotrajectory of the mapping f lying in L .
Then for any k 1 the sequence { zn yn k : n Z } is a d Mk - 1 -pseu-
dotrajectory of the mapping f k . Here Mk has the form
Mk = 1 + M + + M k , k 1, M0 = 1 , (4.8)
and M is a constant from (4.7).
f fm 385
Proof.
Let us use induction to prove that
yn k + i - f i ( yn k ) d Mi - 1 , 1 i k. (4.9)
Since { yn } is a d -pseudotrajectory, then it is evident that for i = 1 inequality
(4.9) is valid. Assume that equation (4.9) is valid for some i 1 and prove esti-
mate (4.9) for i + 1 :
ynk + i + 1 - f i + 1 ( ynk ) ynk + i + 1 - f ( yn k + i ) + f ( ynk + i ) - f ( f i ( ynk) ) .
With the help of (4.7) we obtain that
ynk + i + 1 - f i + 1 ( ynk ) d + M yn k + i - f i ( yn k) d + M d Mi - 1 = d Mi .
Thus, Lemma 4.2 is proved.
Lemma 4.3.
Let { yn } be a d -pseudoorbit of the mapping f lying in L . Let { xn } be
a trajectory of the mapping g Wh ( f ) such that
yn k - xn k e , n Z, (4.10)
for some k 1 . If
max ( e , d + h ) Mk D , (4.11)
then
yn - xn max ( e , d + h ) Mk , (4.12)
where M k has the form (4.8).
Proof.
We first note that
yn k + 1 - xn k + 1 = yn k + 1 - g ( xn k )
yn k + 1 - f ( yn k ) + f ( yn k ) - g ( yn k ) + g ( yn k ) - g ( xn k ) .
Therefore, it is evident that

yn k + 1 - xn k + 1 d + h + M yn k - xn k max ( e , d + h ) ( 1 + M ) . (4.13)
Here we use the estimate

1
g (y) - g (x)
D g ( y + x ( x - y ) ) dx
0
x -y M x -y
which follows from (4.7) and holds when the segment connecting the points x
and y lies in O . Condition (4.11) guarantees the fulfillment of this property
at each stage of reasoning. If we repeat the arguments from the proof of (4.13),
then it is easy to complete the proof of (4.12) using induction as in Lemma 4.2.
C
h
Lemma 4.4.
Let y L and x - y e . Assume that
a
p
max ( e , h ) ( 1 + + M k - 1 ) < D .
t
e (4.14)
r
Then the estimates
6
f j(y) - f j(x) M j x - y , D f j(x) M j , (4.15)
f j(y) - g j(x) max ( e , h ) ( 1 + + M j ) , (4.16)
f j(x) - g j(x) h ( 1 + + M j -1 ) (4.17)

are valid for j = 1 , 2 , , k and for every mapping g Wh ( f ) .
Proof.
As above, let us use induction. If j = 1 , it is evident that equations (4.15)
(4.17) hold. The transition from j to j + 1 in (4.15) is evident. Let us consider
estimate (4.16):
f j + 1 ( y ) - g j + 1 ( x ) = f ( f j ( y ) ) - f ( g j ( x ) ) + f ( g j ( x ) ) - g ( g j ( x ) ) . (4.18)

Condition (4.14) and the induction assumption give us that g j ( x ) lies in the ball
with the centre at the point f j ( y ) L lying in O . Therefore, it follows from
(4.18) that
f j + 1 ( y ) - g j + 1( x ) M f j ( y ) - g j ( x ) + h max ( e , h ) ( 1 + + M j +1 ) .
The transition from j to j + 1 in (4.17) can be made in a similar way. Lemma 4.4
is proved.
Lemma 4.5.
There exists D D such that the equations

sup f k ( x ) - g k( x ) : x O rk ( h ) (4.19)

and

sup ( D f k ) ( x ) - ( D g k ) ( x ) : x O rk ( h ) (4.20)

are valid in the D -vicinity O of the set L for any function
g Wh ( f ) . Here rk ( h ) 0 as h 0 .
The proof follows from the definition of the class of functions Wh ( f ) and estimates
(4.7) and (4.17).
f fm 387
Let us also introduce the values

w k ( ) = sup D f k ( y ) - D f k ( x ) : y L , x - y (4.21)

and

w ( ) = sup P ( y ) - P ( x ) , x, y L , x - y . (4.22)

The requirement of the uniform continuity of the derivative D f ( x ) (see the hypo-
theses of Theorem 4.1) and the projectors P ( x ) (see the hyperbolicity definition)
enables us to state that
wk ( ) 0 , w ( ) 0 as 0 . (4.23)
Let { yn } be a d -pseudotrajectory of the mapping f lying in L . Then due to
Lemma 4.2 the sequence { yn = yn k : n Z } is a d Mk - 1-pseudotrajectory of the
mapping f k . Let us consider the mappings F ( x ) and G ( x ) in the space

lX l ( Z , X ) (for the definition see Section 2) given by the equalities
[ F ( x ) ] n = yn + xn - f k ( yn - 1 + xn - 1 ) , (4.24)
[ G ( x ) ] n = yn + xn - g k ( yn - 1 + xn - 1) , (4.25)

where x = { xn : n Z } is an element from lX . Thus, the construction of e -trajec-
tories of the mapping f k and g k corresponding to the sequence { yn } is reduced to
solving of the equations
F ( x ) = 0 and G ( x ) = 0
in the ball { x : x e } . Let us show that for k large enough Lemma 4.1 can be
lX
applied to the mappings F and G . Let us start with the mapping F .
Lemma 4.6.

The function F is a C 1 -smooth mapping in lX with the properties
F ( 0 ) dMk - 1 , (4.26)
D F ( x ) - D F ( 0 ) wk ( e ) , x
lX
e. (4.27)
Proof.
Estimate (4.26) follows from the fact that { yn } is a d Mk - 1 -pseudotrajec-
tory. Then it is evident that
[ D F ( x ) h ] n = hn - D f k ( yn - 1 + xn - 1 ) hn - 1 , (4.28)

where x = { xn : n Z } and h = { hn : n Z } lie in lX . Therefore, simple cal-
culations and equation (4.21) give us (4.27).
C
h
In order to deduce relations (4.2) and (4.3) from inequalities (4.26) and (4.27) for
a y = 0 , we use Theorem 2.2. Consider the operator L = D F ( 0 ) . It is clear that
p
t
e
[ L h ] n = hn - D f k ( yn - 1 ) hn - 1 , h = { hn } .
r
Let us show that equations (2.9)(2.11) are valid for An = D f k ( yn - 1 ) and Qn =
6 = P ( yn - 1 ) and then estimate the corresponding constants. Property (2.9) follows
from the hyperbolicity definition. Equations (3.3) and (4.15) imply that
An Qn K q k and An M k .
Further, the permutability property (3.2) gives us that
Qn + 1 An ( 1 - Qn ) = [ Qn + 1 An - An Qn ] ( 1 - Qn ) =
= Qn + 1 - P ( f k ( yn - 1 ) ) An ( 1 - Qn ) .
Hence (see (4.22)),

Qn + 1 An ( 1 - Qn ) w ( d Mk - 1 ) An 1 - Qn w ( d Mk - 1 ) M k K .
Similarly, we find that
( 1 - Qn + 1 ) An Qn w ( d Mk -1 ) M k K .
The operator
Jn = Qn + 1 P ( f k ( yn - 1 ) ) - ( 1 - Qn + 1 ) ( 1 - P ( f k ( yn - 1 ) ) )
is invertible if (see Lemma 3.1)
Qn + 1 - P ( f k ( yn - 1 ) ) 1- .
w ( d Mk - 1 ) < ------
2K
Moreover,
Jn-1 ( 1 - 2 K w ( d Mk - 1 ) ) -1 < 2 ,
provided 2 K w ( d Mk - 1 ) < 1 2 . Due to the hyperbolicity of the set L , the operator

A n is an invertible mapping from ( 1 - Qn ) X into ( 1 - P ( f k ( yn - 1 ) ) ) X . Therefore,
since
( 1 - Qn + 1 ) An ( 1 - Qn ) = Jn An ( 1 - Qn ) ,
the operator ( 1 - Q n + 1 ) An ( 1 - Qn ) is invertible as a mapping from ( 1 - Qn ) X into
( 1 - Qn + 1 ) X . Moreover, by virtue of (3.4) we have that
[ ( 1 - Qn + 1 ) An ] -1(1 - Qn + 1) = [A n ( 1 - Qn ) ] -1 Jn-1(1 - Qn + 1) 2K2qk .
Thus, under the conditions

4 K w ( d Mk - 1 ) < 1 , 8 KM k w ( d Mk - 1 ) 1 , 16 K 3 q k 1 , (4.29)
Theorem 2.2 implies that the operator L = D F ( 0 ) is invertible and L-1 2 K + 1 .
Let us fix some e > 0 . If
f fm 389
d Mk - 1 1--- ( 4 K + 2 ) -1 e , w k ( e ) ( 4 K + 2 ) -1 , (4.30)
2
then by Lemma 4.6 relations (4.2) and (4.3) hold with y = 0 , e = e , and q = 1 2 . If
rk ( h ) 1
--- min ( e , 1 ) ( 4 K + 2 ) -1 , (4.31)
2
then equations (4.4) and (4.5) also hold with y = 0 , e = e , and q = 1 2 . Hence,
under conditions (4.29)(4.31) there exists a unique solution to equation G ( x ) = 0
possessing the property x l e . This means that for any d -pseudoorbit { yn :
n Z } (lying in L ) of the mapping f there exists a unique trajectory { zn : n Z }
of the mapping g Wh ( f ) such that
zn k - yn k e , n Z,
provided conditions (4.29)(4.31) hold. Therefore, under the additional condition
( e + d + h ) Mk D
and due to Lemma 4.3 we get
yn - zn ( e + d + h ) Mk , n Z.
These properties are sufficient for the completion of the proof of Theorem 4.2.
Let us fix k such that 16 K 3 q k 1 . We choose e 0 D D ( D is defined
in Lemma 4.5) such that
e0
w k ( e ) ( 4 K + 2 ) -1 for all e ----------
-.
2 Mk
Let us fix an arbitrary e ( 0 , e 0 ] and take e = e [ 2 Mk ] -1 . Now we choose
d = d ( e ) and h = h ( e ) such that the following conditions hold:
4 K w ( d Mk - 1 ) < 1 , 8 K M k w ( d Mk - 1 ) 1 ,
--- e ( 2 K + 1 ) -1 ,
d Mk - 1 1 --- min ( e , 1 ) ( 2 K + 1 ) -1 ,
rk ( h ) 1 2 ( d + h ) Mk e .
4 4
It is clear that under such a choice of d and h any d -pseudoorbit (from L) of the
mapping f has a unique e -trajectory of the mapping g . Thus, Theorem 4.2 is proved.
E x e r c i s e 4.1 Let the hypotheses of Theorem 4.1 hold. Show that there
exist D > 0 and d > 0 such that for any two trajectories { xn : n Z }
and { yn : n Z } of a dynamical system ( X , f ) the conditions
dist ( xn , L ) < D , dist ( yn , L ) < D , sup xn - yn d
n
imply that xn yn , n Z . In other words, any two trajectories of
the system ( X , f ) that are close to a hyperbolic invariant set cannot
remain arbitrarily close to each other all the time.
C
h E x e r c i s e 4.2 Show that Theorem 4.1 admits the following strengthening:
if the hypotheses of Theorem 4.1 hold, then there exists e 0 > 0 such
a
p
t that for every e ( 0 , e0 ) there exists d = d ( e ) with the property
e
r that for any d -pseudoorbit { yn } such that dist ( yn , L ) < d there
exists a unique e -trajectory.
6
E x e r c i s e 4.3 Prove the analogue of the assertion of Exercise 4.2 for Theo-
rem 4.2.
E x e r c i s e 4.4 Let L = { xn : n Z } be a periodic orbit of the mapping f ,

i.e. f k ( xn ) xn + k = xn for all n Z and for some k 1 . Assume
that the hypotheses of Theorem 4.2 hold. Then for h > 0 small
enough every mapping g Wh ( f ) possesses a periodic trajectory
of the period k .
5 Birkhoff-Smale Theorem
One of the most interesting corollaries of Anosovs lemma is the Birkhoff-Smale the-
orem that provides conditions under which the chaotic dynamics is observed in
a discrete dynamical system ( X , f ) . We remind (see Section 1) that by definition
the possibility of chaotic dynamics means that there exists an invariant set Y in the
space X such that the restriction of some degree f k of the mapping f on Y is to-
pologically equivalent to the Bernoulli shift S in the space S m of two-sided infinite
sequences of m symbols.
Theorem 5.1.
Let f be a continuously differentiable mapping of a Banach space X
into itself. Let x0 X be a hyperbolic fixed point of f and let { yn : n Z }
be a homoclinic trajectory of the mapping f that does not coincide with
x0 , i.e.
f ( x0 ) = x0 ; f ( yn ) = yn + 1 , yn x0 , n Z; yn x0 , n .
Assume that the trajectory { yn : n Z } is transversal, i.e. the set
L = { x0 } { yn : n Z }
is hyperbolic with respect to f and there exists a vicinity O of the set L
such that f ( x ) and D f ( x ) are bounded and uniformly continuous on the
closure O . By Wh ( f ) we denote a set of continuously differentiable map-
pings g of the space X into itself such that
f (x) - g (x) h , D f (x) - D g (x) h , x O .
Birkhoff-Smale Theorem 391
Then there exists h > 0 such that for any mapping g Wh ( f ) and for any
m 2 there exist a natural number l and a continuous mapping j of the
space Sm into a compact subset Y j ( S m ) in X such that
a) Y = j ( S m ) is strictly invariant with respect to g l , i.e. g l ( Y ) = Y ;
b) if a = ( a-1 , a 0 , a1 , ) and a = ( a- 1 , a 0 , a1 , ) are elements
of S m such that ai ai for some i 0 , then j ( a ) j ( a ) ;
c) the restriction of g l on Y is topologically conjugate to the Bernoulli
shift S in S m , i.e.
g l(j (a) ) = j (S a) , a Sm .
Moreover, if in addition we assume that for the mapping g there exists
e0 > 0 such that for any two trajectories { xn : n Z } and { xn : n Z }
(of the mapping g ) lying in the e 0 -vicinity of the set L the condition
xn = xn for some n 0 Z implies that xn = xn for all n Z , then the map-
0 0
ping j is a homeomorphism.
The proof of this theorem is based on Anosovs lemma and mostly follows the stan-
dard scheme (see, e.g., [4]) used in the finite-dimensional case. The only difficulty
arising in the infinite-dimensional case is the proof of the continuity of the mapping
j . It can be overcome with the help of the lemma presented below which is bor-
rowed from the thesis by Jrgen Kalkbrenner (Augsburg, 1994) in fact.
It should also be noted that the condition under which j is a homeomorphism
holds if the mapping g does not glue the points in some vicinity of the set L , i.e.
the equality g ( x ) = g ( x ) implies x = x .
Lemma 5.1.
Let the hypotheses of Theorem 5.1 hold. Let us introduce the notation
Jn Jn ( k0 , m ) = { k Z : k - k0 m n } ,
where k0 Z and m , n N . Let z = { zn : n Jn } be a segment (lying
in L ) of a d - pseudoorbit of the mapping f :
zn L , zn + 1 - f ( zn ) d , n , n + 1 Jn . (5.1)
Assume that x = { xn : n Jn } and x = { xn : n Jn } are segments of or-

bits of the mapping g Wh ( f ) :
g ( xn ) = xn + 1 , g ( xn ) = xn + 1 , n , n + 1 Jn , (5.2)
such that
zn - xn e , zn - xn e . (5.3)
Then there exist d , h , e > 0 , and m N such that conditions (5.1)
(5.3) imply the inequality
xk - xk 2 1 - n e . (5.4)
0 0
C
h
Proof.
a
p
xk + m - xk + m = ( D f m ) ( zk ) ( xk - xk ) + R k ,
t
e (5.5)
0 0 0 0 0 0
r
where
6
Rk = g m ( xk ) - g m ( xk ) - ( D f m ) ( zk ) ( xk - xk ) .
0 0 0 0 0 0
Since the set L is hyperbolic with respect to f , there exists a family of projec-
tors { P ( x ) : x L } for which equations (3.2)(3.4) are valid. Therefore,
( 1 - P ( f m ( zk ) ) ) ( xk - xk )=
0 0 +m 0 +m
= ( D f m )(zk ) ( 1 - P ( zk ) ) ( xk - xk ) + ( 1 - P ( f m ( zk ) ) ) Rk .
0 0 0 0 0 0
It means that
( 1 - P ( zk ) ) ( xk - xk ) =
0 0 0
-1
= [ ( D f m )(zk ) ] [ 1 - P ( f m ( zk ) ) ] [ xk - xk - Rk ] .
0 0 0 +m 0 +m 0
Consequently, equation (3.4) implies that

( 1 - P ( zk ) ) ( xk - xk ) K q m ( xk - xk + Rk ) .
0 0 0 0 +m 0 +m 0
Let us estimate the value Rk . It can be rewritten in the form

0
1
Rk =
0 [ (D g ) (x x
0
m
k0 + ( 1 - x ) xk0 ) - D f m ( zk ) ] dx ( xk - xk ) .
0 0 0
It follows from (5.3) that x xk + ( 1 - x ) xk - z k e . Hence, using (4.20)

0 0 0
and (4.21), for e > 0 small enough we obtain that
Rk ( r m ( h ) + wm ( e ) ) xk - xk , (5.6)
0 0 0
where rm ( h ) 0 as h 0 and wm( e ) 0 as e 0 . Therefore,

( 1 - P ( zk ) ) ( xk - xk ) K q m ( xk - xk + xk - xk ) , (5.7)
0 0 0 0 +m 0 +m 0 0
provided rm ( h ) + wm ( e ) 1 . Further, we substitute the value k0 - m for k0

in (5.5) to obtain that
xk - xk = D f m ( zk - m ) ( xk - m - xk - m ) + R k - m .
0 0 0 0 0 0
Therefore, using (3.2) we find that
P ( f m ( z k - m ) ) ( xk - xk ) =
0 0 0
= D f m ( zk ) P ( zk ) ( xk - xk ) + P ( f m ( zk ) ) Rk .
0 -m 0 -m 0 -m 0 -m 0 -m 0 -m
Hence, equations (3.3) and (5.6) with k0 - m instead of k0 give us that
P ( f m ( z k - m ) ) ( xk - xk )
0 0 0
K { q m + ( rm ( h ) + wm ( e ) ) } xk - xk . (5.8)
0 -m 0 -m
Since
m -1

zk - f m ( zk - m ) =
0 0 f (z
j=0
j
k0 - j ) - f j ( f ( zk
0 - j -1
))

,
it follows from (4.15) and (5.1) that

m -1
zk - f m ( zk - m )
0 0
d M
j=0
j d m (1 + M m)
for d small enough. Therefore,

P ( zk ) - P ( f m ( z k - m ) ) w (d m (1 + M m) ) w (d , m) ,
0 0
where w ( x ) 0 as x 0 (cf. (4.22)). Consequently, estimate (5.8) implies that

P ( zk ) ( xk - x k )
0 0 0
K { q m + rm ( h ) + wm ( e ) + K -1 w ( d , m ) } xk - xk . (5.9)
0 -m 0 -m
It is evident that estimates (5.7) and (5.9) enable us to choose the parameters
m , h , e , and d such that
xk - xk 1
--- max { xk - xk : k J1 ( k0 , m ) } .
0 0 2
Using this inequality with k instead of k0 we obtain that
xk - xk 1 --- max { xn - xn : n J2 ( k0 , m ) }
2
for all k J1 ( k0 , m ) . Therefore,
xk - xk 1 --- max { xn - xn : n J2 ( k0 , m ) } .
0 0 4
If we continue to argue like that, then we find that
xk - xk 2 -n max { xn - xn : n Jn ( k0 , m ) } .
0 0
Since xn - xn xn - zn + xn - zn , this and estimate (5.3) imply (5.4).

Proof of Theorem 5.1.

Let p1 , p2 , , pm - 1 be distinct integers. Let us choose and fix the parame-
ters e , h , d > 0 and the integer m > 0 such that (i) Theorem 4.2 and Lemma 5.1
can be applied to the hyperbolic set L = { x0 } { yn : n Z } and (ii)
C
h
a e < 1
--- min yp - yp , yp - x0 : i, j = 1, , m -1, i j . (5.10)
p 2 i j i

t
e Assume that N is such that
r
d- for n = N + p + 1 and n = p - N
yn - x0 < -- (5.11)
6 2 i i
for all i = 1 , 2 , , m - 1 . Let us consider the segments Ci of the orbits of the map-
ping f of the form
Ci = ( yp - N , , yp , , yp + N ) , i = 1, 2, , m -1 ,
i i i
Cm = ( x0 , x0 , , x0 ) .
The length of every such segment is 2 N + 1 . Let a = ( a-1 a0 a1 ) Sm . Let us
consider a sequence of elements ga made up of the segments Ci by the formula
ga = ( Ca Ca Ca ) . (5.12)
-1 0 1
It is clear that g a L and by virtue of (5.11) g a is a d -pseudoorbit of the mapping
f . Therefore, due to Theorem 4.2 there exists a unique trajectory { wn wn ( a ) :
n Z } of the mapping g such that
wn ( N , i , j ) - z i j ( a ) e, (5.13)
where n ( N , i , j ) = N + ( i - 1 )(2 N + 1) + j and z i j ( a ) is the j -th element of the

segment Cai , i Z , j = 1 , 2 , , 2 N + 1 . Let us define the mapping j from S m
into X by the formula
j ( a ) = w0 , (5.14)
where w0 is the zeroth element of the trajectory { wn } . Since the trajectory { wn }
possessing the property (5.13) is uniquely defined, equation (5.14) defines a map-
ping from S m into X .
If we substitute i + 1 for i in (5.13) and use the equations
wn ( N , i + 1 , j ) = wn ( N , i , j ) + 2 N + 1 = g 2 N + 1 wn ( N , i , j ) ,

we obtain that
g 2 N + 1 ( wn ( N , i , j ) ) - zi + 1 , j ( a ) e
for all i Z and j = 1 , 2 , , 2 N + 1 . Therefore, the equality zi + 1 , j ( a ) = zi j ( S a )

with S being the Bernoulli shift in S m leads us to the equation
g 2 N +1 ( wn ( N , i , j ) ) - z i + 1 , j ( S a ) e.
Consequently, the uniqueness property of the e -trajectory in Theorem 4.2 gives us

the equation
wn ( S a ) = g 2 N + 1 ( wn ( a ) ) , n Z.
This implies that

j ( S a ) = g 2 N + 1(j ( a )) , a Sm , (5.15)
i.e. property (c) is valid for l = 2 N + 1 . It follows from (5.15) that
g 2 N + 1 ( j ( S -1 a ) ) = j ( a ) .
Therefore, the set Y = j ( Sm ) is strictly invariant with respect to g 2 N + 1 . Thus, as-
sertion (a) is proved.
Let us prove the continuity of the mapping j . Assume that the sequence of ele-
ments a ( s ) = ( , a-( s1) , a0( s ) , a1( s ) , ) of S m tends to a = ( , a-1 , a0 , a1 , )
S m as s + . This means (see Exercise 1.4) that for any M N there exists
s0 = s 0 ( M ) such that
ai( s ) = ai for i M , s s0 . (5.16)
(s)
Assume that g ( s ) = { zk }
and g = { z k } are d -pseudoorbits in L constructed ac-
cording to (5.12) for the symbols a ( s ) and a , respectively. Equation (5.16) implies
that z k( s ) = z k for k M ( 2 N + 1 ) . Let { wn } and { wn( s ) } be e -trajectories corres-
ponding to g and g ( s ) , respectively. Lemma 5.1 gives us that
(s)
w0 - w0 2 1 - n e , (5.17)
provided M ( 2 N +1 ) nm , i.e. for any n N equations (5.17) is valid for s s0(n , M) .
This means that
j ( a ( s ) ) - j ( a ) w0( s ) - w0 0
as s + . Thus, the mapping j is continuous and Y = j ( Sm ) is a compact strict-
ly invariant set with respect to g 2 N + 1 .
Let us now prove nontriviality property (b) of the mapping j . Let a , a S m
be such that ai ai for some i 0 . Let { wn } and { w n } be e -trajectories corres-
ponding to the symbols a and a , respectively. Then
wn ( N , i , N + 1 ) - wn ( N , i , N + 1 ) z i , N + 1 ( a ) - z i , N + 1 ( a ) -
- wn ( N , i , N + 1 ) - zi , N + 1 ( a ) - wn ( N , i , N + 1 ) - zi , N + 1 ( a ) .
Therefore, it follows both from (5.13) and the definition of the elements z i j ( a ) that
w( 2 N + 1 ) i - w ( 2 N + 1 ) i yq - yq - 2 e ,
i i
where qi = pa and q i = pa . We apply (5.10) to obtain that

i i
w( 2 N + 1 ) i - w ( 2N + 1 ) i > 0 . (5.18)
Therefore, if i 0 , then
g ( 2 N + 1 ) i ( w0 ) g ( 2 N + 1 ) i ( w 0 ) .
Hence, j ( a ) w 0 w 0 j ( a ) . This completes the proof of assertion (b).
C
h
If the trajectories of the mapping g cannot be glued (see the hypotheses of
a Theorem 5.1), then for some i Z equation (5.18) gives us that w0 w 0 , i.e.
p
t j ( a ) j ( a ) if a a . Thus, the mapping j is injective in this case. Since S m
e
r
is a compact metric space, then the injectivity and continuity of j imply that j is
a homeomorphism from S m onto j ( S m ) . Theorem 5.1 is proved.
6
It should be noted that equations (5.13) and (5.14) imply that the set Y = j ( S m )
lies in the e -vicinity of the hyperbolic set L . Therewith, the values h and l in-
volved in the statement of the theorem depend on e and one can state that for any
vicinity U of the set L there exist h and l such that the conclusions of Theo-
rem 5.1 are valid and j ( Sm ) U . It is also clear that the set Y = j ( S m ) is not
uniquely determined.
E x e r c i s e 5.1 Assume that g = f in Theorem 5.1. Prove that the mapping j

can be constructed such that j ( Sm ) { x0 } { yn l : n 0 } , where
{ yn : n Z } is a homoclinic orbit of the mapping f .
E x e r c i s e 5.2 Prove the Birkhoff theorem: if the hypotheses of Theorem 5.1

hold, then for any e > 0 small enough there exist h > 0 and l N
such that for every mapping g Wh ( f ) there exist periodic trajec-
tories of the mapping g l of any minimal period in the e -vicinity
of the set L .
E x e r c i s e 5.3 Use Theorem 1.1 to describe all the possible types of beha-
viour of the trajectories of the mapping g on a set
l
W= g
k=1
k (j (S
m) ) .
In conclusion, it should be noted that different infinite-dimensional versions of Ano-

sovs lemma and the Birkhoff-Smale theorem have been considered by many authors
(see, e.g., [6], [10], [11], [12], and the references therein).
6 Possibility of Chaos in the Problem

of Nonlinear Oscillations of a Plate
In this section the Birkhoff-Smale theorem is applied to prove the existence of chaotic
regimes in the problem of nonlinear plate oscillations subjected to a periodic load.
The results presented here are close to the assertions proved in [13]. However, the
methods used differ from those in [13].
Possibility of Chaos in the Problem of Nonlinear Oscillations of a Plate 397
Let us remind the statement of the problem. We consider its abstract version
as in Chapter 4. Let H be a separable Hilbert space and let A be a positive operator
with discrete spectrum in H , i.e. there exists an orthonormalized basis { e k } in H
such that
Aek = l k e k , 0 < l1 l 2 , lim l n = .
n
The following problem is considered:
u + g u + A2 u + ( A1/ 2 u 2 - G ) A u + L u = h cos w t , (6.1)

u = u 0 F1 = D ( A ) , u t = 0 = u1 H . (6.2)
t=0
Here g , , G , and w are positive parameters, h is an element of the space H , L
is a linear operator in H subordinate to A , i.e.
L u K Au , (6.3)
where K is a constant. The problem of the form (6.1) and (6.2) was studied in Chap-
ter 4 in details (nonlinearity of a more general type was considered there). The re-
sults of Section 4.3 imply that problem (6.1) and (6.2) is uniquely solvable in the
class of functions
W+ = C ( R+ , D ( A ) ) C 1 ( R+ , H ) . (6.4)
Moreover, one can prove (cf. Exercise 4.3.9) that Cauchy problem (6.1) and (6.2)
is uniquely solvable on the whole time axis, i.e. in the class
W = C ( R , D ( A) ) C 1 ( R , H ) .
This fact as well as the continuous dependence of solutions on the initial conditions
(see (4.3.20)) enables us to state that the monodromy operator G acting in H =
= D ( A) H according to the formula
G ( u0 ; u1 ) = u 2 p- , u 2
------ p-
------ (6.5)
w w
is a homeomorphism of the space H (see Exercise 4.3.11). Here u ( t ) is a solution
to problem (6.1) and (6.2)
The aim of this section is to prove the fact that under some conditions on L and
h chaotic dynamics is observed in the discrete dynamical system ( H , G ) for some
set of parameters g , , G , and w .
Lemma 6.1.
The mapping G defined by equality (6.5) is a diffeomorphism of the
space H = D ( A) H .
Proof.
We use the method applied to prove Lemma 4.7.3. Let u1 ( t ) be a solution
to problem (6.1) and (6.2) with the initial conditions y = ( u0 , u1 ) H and let
C
h
u2 ( t ) be a solution to it with the initial condions y + z ( u0 + z 0 , u1 + z1 ) H .
a Let us consider a linearization of problem (6.1) and (6.2) along the solution u1( t ) :
p
t
e w ( t ) + g w ( t ) + A2 w + ( A1/ 2 u ( t ) 2 - G ) Aw +
r 1
/ /
6 + 2 ( A u1 ( t ) , A w ( t ) ) Au1 ( t ) + L w = 0 ,
1 2 1 2 (6.6)

w = z0 , w t = 0 = z1 . (6.7)
t=0
As in the proof of Theorem 4.2.1, it is easy to find that problem (6.6) and (6.7) is
uniquely solvable in the class of functions (6.4). Let v ( t) = u2 ( t) - u1 ( t) - w ( t) .
It is evident that v ( t ) is a weak solution to problem
v + g v ( t ) + A2 v ( t ) = F ( t ) F ( u ( t ) , u ( t ) , w ( t ) ) ,
1 2 (6.8)

v = 0 , v t = 0 = 0 , (6.9)
t=0
where
F ( u1 , u2 , w ) = - A1/ 2 u2 2 - G Au 2 + A1/ 2 u1 2 - G Au1 +

+ A1/ 2 u1 2
- G Aw + 2 ( Au1 , w ) Au1 - L ( u 2 - u1 - w ) .

A simple calculation shows that
F ( u1 , u2 , w ) = F1 ( u1 , u2 , w ) + F2 ( u1 , u 2 , w ) F1 + F2 ,
where
F1 = - A1/ 2 u2 2 - G Av - L v - 2 ( Au1 , v ) A ( u1 + w ) ,

F2 = - A1/ 2 ( u1 - u 2 ) 2 A ( u1 + w ) - 2 ( Au1 , w ) Aw .
We assume that y H R and z H 1 . In this case (see Section 4.3) the esti-
mates
Au j ( t ) CR , T ,
A ( u1 ( t ) - u2 ( t ) ) CR , T z H,
Aw ( t ) C R , T z H, (6.10)
are valid on any segment [ 0 , T ] . Here CR , T is a constant. Therefore,

2
F1 C1 Av , F2 C2 z H , t [ 0, T] ,
where C1 and C2 are constants depending on R and T. Hence,
4
F ( t ) 2 C1 Av 2 + C2 z H , t [ 0, T ] .
Therefore, the energy equation

t t
--- v ( t ) 2 + Av ( t ) 2 + g
1
2
0
v ( t ) 2 dt =
(F(t) , v (t) ) dt
0
(6.11)
for problem (6.8) and (6.9) leads us to the estimate

t
v ( t ) 2 + Av ( t ) 2
C
0
1 Av ( t ) 2 + C2 z 4 dt ,

t [0, T ] .
Using Gronwalls lemma we find that

v ( t ) 2 + Av ( t ) 2 C z 4 , t [0, T ] ,
where the constant C depends on T and R . This estimate implies that the map-
ping
G : z ( z0 ; z1 ) w 2 p- ; w ------
------ 2 p- (6.12)
w w
is a Frecht derivative of the mapping G defined by equality (6.5). Here w ( t )
is a solution to problem (6.6) and (6.7). It follows from (6.10) and (6.6) that G
is a continuous linear mapping of H into itself. Using (6.10) it is also easy to see
that G = G [ u 0 , u1 ] continuously depends on y = ( u0 ; u1 ) with respect to
the operator norm. Lemma 6.1 is proved.
Further we will also need the following assertion.
Lemma 6.2.
Let Gj be the monodromy operator of problem (6.1) and (6.2) with
L = Lj and h = hj , j = 1 , 2 . Assume that for L = Lj equation (6.3) is va-
lid and hj H , j = 1 , 2 . Moreover, assume that
Lj A-1 r , hj r , j = 1, 2 .
Then the estimates
sup G1 ( y ) - G2 ( y ) C ( L1 - L2 ) A-1 + h1 - h2 (6.13)

y BR
and
sup G1 ( y ) - G2 ( y ) C ( L1 - L2 ) A-1 + h1 - h 2 (6.14)

y BR
are valid. Here BR is a ball of the radius R in H = D ( A) H , R > 0

is an arbitrary number while the constant C depends on R and r but
does not depend on the parameters w , g , 0 , and G provided they
vary in bounded sets.
C
h
Proof.
a
Let uj ( t ) be a solution to problem (6.1) and (6.2) with L = Lj and h = hj ,
p
t j = 1 , 2 . It is evident (see Section 4.3) that
e
r Au j ( t ) C C ( R , r , T ) , t [0, T ] . (6.15)
6 Therefore, it is easy to find that the difference u ( t ) = u1 ( t ) - u2 ( t ) satisfies
the equation
u + g u + A2 u = F ( t , u , u ) ,
1 2

u t = 0 = 0 , u t = 0 = 0 ,

where the function F ( t , u1 , u2 ) can be estimated as follows:
F ( t , u1 , u2 ) C1 Au + C2 ( L1 - L2 ) A-1 + h1 - h2 .

As in the proof of Lemma 6.1, we now use energy equality (6.11) and Gronwalls
lemma to obtain the estimate
u ( t ) 2 + Au ( t ) 2 C ( L1 - L2 ) A-1 2 + h1 - h 2 2 . (6.16)

This implies inequality (6.13). Estimate (6.14) can be obtained in a similar way.
In its proof equations (6.12), (6.15), and (6.16) are used. We suggest the reader
to carry out the corresponding reasonings himself/herself. Lemma 6.2 is proved.
Let us now prove that there exist an operator L and a vector h such that the corres-
ponding mapping G possesses a hyperbolic homoclinic trajectory. To do that, we use
the following well-known result (see, e.g., [1], [13], as well as Section 7) related to the
Duffing equation.
Theorem 6.1.
Let g : R 2 R 2 be a monodromy operator corresponding to the Duffing
equation
x - b x + a x 3 = e ( f cos w t - d x ) , (6.17)
i.e. the mapping of the plane R 2 into itself acting according to the formula
g ( x 0 , x1 ) = x 2 p- ; x 2
------ p- ,
------ (6.18)
w w
where x ( t ) is a solution to equation (6.17) such that x ( 0 ) = x0 and x ( 0 ) =
= x1 . All the parameters contained in (6.17) are assumed to be positive.
Let us also assume that
2 b3 / 2 pw
f > fcr d --------------------- cosh ---------- . (6.19)
3w 2 a 2 b
Then there exists e0 > 0 such that for every e ( 0 , e0 ) the mapping g pos-
sesses a fixed point z and a homoclinic trajectory { yn : n Z } to it, yn z ,
therewith the set { z } { yn : n Z } is hyperbolic.
Let Pk be the orthoprojector onto the one-dimensional subspace generated by the

eigenvector e k in H . We consider problem (6.1) and (6.2) with Lk = L ( 1 - Pk ) in-
stead of L and h = hk e k , where hk is a positive number. Then it is evident that
every solution to problem (6.1) and (6.2) with the initial conditions u 0 = c0 e k and
u1 = c1 e k has the form
u ( t ) = x ( t ) ek ,
where x ( t ) is a solution to the Duffing equation
x + g x - l k ( G - l k ) x + l2k x 3 = h k cos w t (6.20)
with the initial conditions x ( 0 ) = c 0 and x ( 0 ) = c1 . In particular, this means that
the two-dimensional subspace Lk = Lin { ( e k ; 0 ) , ( 0 ; e k ) } of the space H is strict-
ly invariant with respect to the corresponding monodromy operator Gk while the re-
striction of Gk to L k coincides with the monodromy operator corresponding to the
Duffing equation (6.20). Therefore, if hk is small enough and the conditions
hk 2 lk ( G - lk ) G 1/2 pw
0 < lk < G , - ------ - 1 cosh -----------------------------------
------ > ------------------------------
g 3w 2 lk 2 lk ( G - lk )
hold, then the mapping Gk possesses a hyperbolic invariant set
Lk = { z ek } { yn ek : n Z }
consisting of the fixed point ( z 0 ek ; z1 ek ) and its homoclinic trajectory
{ yn ek : n Z } , where yn = ( yn0 ; yn1 ) R 2 .
Thus, if w > 0 and for some k the condition 0 < l k < G holds, then there exists an
open set P in the space of parameters { g , hk } such that for every ( g , hk) P the mo-
nodromy operator Gk corresponding to problem (6.1) and (6.2) with Lk = L ( 1 - Pk )
instead of L and h = hk e k possesses a hyperbolic set consisting of a fixed point and
a homoclinic trajectory. This fact as well as Lemmata 6.1 and 6.2 enables us to apply
the Birkhoff-Smale theorem and prove the following assertion.
Theorem 6.2.
Let w > 0 and let the condition 0 < lk < G hold for some k . Then there
exist m > 0 and an open set P in the metric space R + H such that if
Lek l-k1 < m , (g, h) P ,
then some degree G l of the monodromy operator G of problem (6.1) and
(6.2) possesses a compact strictly invariant set Y ( G l Y = Y ) in the space H
in which the mapping G l is topologically conjugate to the Bernoulli shift of
C
h
sequences of m symbols, i.e. there exists a homeomorphism j : S m Y
a such that
p
t
G l (j (a) ) = j (S a) , a Sm .
e
r
6 E x e r c i s e 6.1 Prove that if the hypotheses of Theorem 6.2 hold, then equa-
tion (6.1) possesses an infinite number of periodic solutions with pe-
riods multiple to w .
E x e r c i s e 6.2 Apply Theorem 6.2 to the Berger approximation of the prob-

lem of nonlinear plate oscillations:

2 u
---------
t 2
u
+ g ------- + D2 u -
t u ( x , t )
W
2
dx - G Du +

u
+ r --------- = h ( x ) cos w t , x = ( x1 , x2 ) W R 2 , t >0 ,
x 1

u
u W = D u W = 0 , u t = 0 = u0 ( x ) , ------- = u1 ( x ) .
t
t=0
7 On the Existence of Transversal

Homoclinic Trajectories
Undoubtedly, Theorem 6.1 on the existence of a transversal (hyperbolic) homoclinic

trajectory of the monodromy operator for the periodic perturbation of the Duffing
equation is the main fact which makes it possible to apply the Birkhoff-Smale
theorem and to prove the possibility of chaotic dynamics in the problem of plate
oscillations. In this connection, the question as to what kind of generic condition
guarantees the existence of a transversal homoclinic orbit of monodromy operators
generated by ordinary differential equations gains importance. Extensive literature
is devoted to this question (see, e.g., [1], [2] and the references therein). There are
several approaches to this problem. All of them enable us to construct systems with
transversal homoclinic trajectories as small perturbations of simple systems with
homoclinic (not transversal!) orbits. In some cases the corresponding conditions on
perturbations can be formulated in terms of the Melnikov function.
This section is devoted to the exposition and discussion of the results obtained
by K. Palmer [14]. These results help us to describe some classes of systems of ordi-
nary differential equations which generate dynamical systems with transversal ho-
On the Existence of Transversal Homoclinic Trajectories 403
moclinic orbits. Such differential equations are obtained as periodic perturbations

of autonomous equations with homoclinic trajectories.
In the space R n let us consider a system of equations
x ( t ) = g ( x ( t ) ) , x ( t ) Rn , (7.1)
where g : R n R n is a twice continuously differentiable mapping. Assume that the
Cauchy problem for equation (7.1) is uniquely solvable for any initial condition
x ( 0 ) = x0 . Let us also assume that there exist a fixed point z 0 ( g ( z0 ) =0 ) and
a trajectory z ( t ) z 0 homoclinic to z 0 , i.e. a solution to equation (7.1) such that
z ( t ) z 0 as t . Exercises 7.1 and 7.2 given below give us the examples of the
cases when these conditions hold. We remind that every second order equation x +
+ V ( x ) = 0 can be rewritten as a system of the form (7.1) if we take x1 = x and
x2 = x .
E x e r c i s e 7.1 Consider the Duffing equation

x - b x + a x 3 = 0 , a, b > 0 .

Prove that the curve z ( t ) = (h ( t ) , h ( t ) ) R 2 is an orbit of the corres-
ponding system (7.1) homoclinic to 0 . Here h ( t ) = 2 b a sech b t .
E x e r c i s e 7.2 Assume that for a function U ( x ) C 3 ( R ) there exist a num-
ber E and a pair of points a < b such that
U(a) = U(b) = E ; U(x) < E , x (a, b) ;
U ( a ) = 0 ;
U ( a ) < 0 ; U ( b ) > 0 .

Then system (7.1) corresponding to x + U ( x ) = 0 possesses an or-
bit homoclinic to ( a , 0 ) that passes through the point ( b , 0 ) .
Unfortunately, as the cycle of Exercises 7.37.5 shows, the homoclinic orbit of au-
tonomous equation (7.1) cannot be used directly to construct a discrete dynamical
system with a transversal homoclinic trajectory.
E x e r c i s e 7.3 For every t > 0 define the mapping f : R n R n by the for-

mula f ( x 0 ) = x ( t ; x0 ) , where x ( t ; x0 ) is a solution to equation
(7.1) with the initial condition x0 . Show that f is a diffeomorphism
in R n with a fixed point z 0 and a family of homoclinic orbits
{ yns : n Z } , where yn = z ( s + n t ) , s [ 0 , t) .
E x e r c i s e 7.4 Prove that the derivative f of the mapping f constructed in
Exercise 7.3 can be evaluated using the formula f ( x0 ) w = y ( t , w) ,
where y ( t , w ) is a solution to problem
y ( t ) = g ( x ( t ) ) y ( t ) ,
y ( 0 ) = w0 .
Here x ( t ) = x ( t ; x0 ) is a solution to equation (7.1) with the initial
condition x0 .
C
h E x e r c i s e 7.5 Let f be the mapping constructed in Exercise 7.3 and let
{ z ( t ) : t Z } be a homoclinic orbit of equation (7.1). Show that
a
p
t { wn = z ( n t ) : n Z } is a bounded solution to the difference equa-
e
r tion wn + 1 = f ( yn ) wn , where yn = z ( n t ) (Hint: the function
w ( t ) = z ( t ) satisfies the equation w = g ( z ( t ) ) w ).
6
Thus, due to Theorems 2.1 and 3.1 the result of Exercise 7.5 implies that the set
L = { z0 } { z ( n t ) : n Z }
cannot be hyperbolic with respect to the mapping f defined by the formula
f ( x 0 ) = x ( t ; x0 ) , where x ( t ; x0 ) is a solution to equation (7.1) with the initial
condition x0 . Nevertheless we can indicate some quite simple conditions on the
class of perturbations { h ( t , x , m ) } periodic with respect to t under which the mo-
nodromy operator of the problem
x ( t ) = g ( x ( t ) ) + m h ( t , x ( t ) , m ) , x ( t ) Rn , (7.2)
possesses a transversal (hyperbolic) homoclinic trajectory for m small enough.
Further we will use the notion of exponential dichotomy for ordinary differential
equations (see [15], [16] as well as [5] and the references therein)
Let A( t ) be a continuous and bounded n n matrix function on the real axis.
We consider the problem
x ( t ) = A ( t ) x ( t ) , t R, x =x , t=s
(7.3)0
in the space X = Rn .
It is easy to see that it is solvable for every initial condition.
Therefore, we can define the evolutionary operator F ( t , s ) , t , s R , by the for-
mula
F ( t , s ) x0 = x ( t ) x ( t , s ; x0 ) , t, s R ,
where x ( t ) is a solution to problem (7.3).
E x e r c i s e 7.6 Prove that

F(t , s) = F (t , t) F(t , s) , F ( t , t) = I
for all t , s , t R and the following matrix equations hold:
d- F ( t , s ) = A ( t ) F ( t , s ) ,
---- d F ( t , s ) = -F ( t , s ) A ( s ) . (7.4)
-----
dt ds
E x e r c i s e 7.7 Prove the inequality

F ( t , s ) exp A( t ) dt , t s.
s

Let I be some interval of the real axis. We say that equation (7.3) admits an expo-
nential dichotomy over the interval I if there exist constants K , a > 0 and
a family of projectors { P ( t ) : t I } continuously depending on t and such that
P(t) F (t , s) = F (t , s) P (s ) , t s; (7.5)
F(t, s) P(s) K e -a ( t - s ) , t s, (7.6)
F ( t , s ) ( I - P ( s )) K e -a ( s - t ) , t s, (7.7)
for t , s I .
E x e r c i s e 7.8 Let A( t ) A be a constant matrix. Prove that equation (7.3)

admits an exponential dichotomy over R if and only if the eigenva-
lues on A do not lie on the imaginary axis.
The assertion contained in Exercise 7.8 as well as the following theorem on the
roughness enables us to construct examples of equations possessing an exponential
dichotomy.
Theorem 7.1.
Assume that problem (7.3) possesses an exponential dichotomy over
an interval I . Then there exists e > 0 such that equation
x ( t ) = ( A ( t ) + B ( t ) ) x ( t ) (7.8)
possesses an exponential dichotomy over I , provided B ( t ) e for t I .
Moreover, the dimensions of the corresponding projectors for (7.3) and
(7.8) are the same.
The proof of this theorem can be found in [15] or [16], for example.
The exercises given below contain some simple facts on systems possessing an expo-
nential dichotomy. We will use them in our further considerations.
E x e r c i s e 7.9 Prove that equations (7.5)(7.7) imply the estimates
F(t, s) x K -1 e a ( t - s ) ( 1 - P ( s ) ) x , t s,
F ( t , s ) x K -1 e a ( s - t ) P ( s ) x , t s,
for any x X R n .
E x e r c i s e 7.10 Assume that equation (7.3) admits an exponential dichotomy

over R+ = [ 0 , + ) . Prove that P ( 0 ) X = V+ , where

V+ x X R n : sup F ( t , 0 ) x < (7.9)
t >0
-
(Hint: F ( t , 0 ) x K e1 a t ( 1 - P ( 0 ) ) x , t 0 ).
C
h E x e r c i s e 7.11 If equation (7.3) possesses an exponential dichotomy over
a
p
R = ( - , 0 ] , then ( I - P ( 0 ) ) X = V , where
t
e
r V = x X R n : sup F ( t , 0 ) x < (7.10)
t < 0
6 (Hint: F ( t , 0 ) x K -1 e a t P ( 0 ) x , t 0 ).
E x e r c i s e 7.12 Assume that equation (7.3) possesses an exponential dicho-

tomy over R + (over R , respectively). Show that any solution to
problem (7.3) bounded on R+ (on R , respectively) decreases
at exponential velocity as t + (as t - , respectively).
E x e r c i s e 7.13 Assume that equation (7.3) possesses an exponential dicho-

tomy over the half-interval [ a , + ) , where a is a real number.
Prove that equation (7.3) possesses an exponential dichotomy over
any semiaxis of the form [ b , + ) .
(Hint: P ( t ) = F ( t , a ) P ( a ) F ( a , t ) ).
E x e r c i s e 7.14 Prove the analogue of the assertion of Exercise 7.13 for the
semiaxis ( - , a ] .
E x e r c i s e 7.15 Prove that for problem (7.3) to possess an exponential dicho-

tomy over R it is necessary and sufficient that equation (7.3) pos-
sesses an exponential dichotomy both over R+ and R and has no
nontrivial solutions bounded on the whole axis R .
E x e r c i s e 7.16 Prove that the spaces V+ and V (see (7.9) and (7.10)) pos-
sess the properties
V+ V = { 0 } , V+ + V = X R n ,
provided problem (7.3) possesses an exponential dichotomy over R .
E x e r c i s e 7.17 Consider the following equation adjoint to (7.3):

y ( t ) = -A* ( t ) y ( t ) , (7.11)
where A* ( t )
is the transposed matrix. Prove that the evolutionary
operator Y( t , s ) of problem (7.11) has the form Y( t , s ) = [ F( s , t ) ] * .
E x e r c i s e 7.18 Assume that problem (7.3) possesses an exponential dichoto-

my over an interval I . Then equation (7.11) possesses exponential
dichotomy over I with the same constants K , a > 0 and projectors
Q (t) = I - P(t)* .

my both over R + and R . Let dim V+ + dim V = n , where V are
defined by equalities (7.9) and (7.10). Show that the dimensions of
the spaces of solutions to problems (7.3) and (7.11) bounded on the
whole axis are finite and coincide.

my over R . Then for any s R and t > 0 the difference equation
xn = F ( s + t n , s ) xn - 1 possesses an exponential dichotomy over
Z (for the definition see Section 2).
Let us now return to problem (7.1). Assume that z0 is a hyperbolic fixed point for
(7.1), i.e. the matrix g ( z0 ) does not have any eigenvalues on the imaginary axis. Let
z ( t ) be a trajectory homoclinic to z0 . Using Theorem 7.1 on the roughness and the
results of Exercises 7.13 and 7.14 we can prove that the equation
y = g ( z ( t ) ) y (7.12)
possesses an exponential dichotomy over both semiaxes R + and R . Moreover, the
dimensions of the corresponding projectors are the same and coincide with the di-
mension of the spectral subspace of the matrix g ( z 0 ) corresponding to the spec-
trum in the left semiplane. Therewith it is easy to prove that dim V+ + dim V = n ,
where V have form (7.9) and (7.10). The result of Exercise 7.15 implies that equa-
tion (7.12) cannot possess an exponential dichotomy over R ( y ( t ) = z ( t ) is a solu-
tion to (7.12) bounded on R ) while Exercise 7.19 gives that the number of linearly
independent bounded (on R ) solutions to (7.12) and to the adjoint equation
y = -[ g ( z ( t ) ) ] * y (7.13)
is the same. These facts enable us to formulate Palmers theorem (see [14]) as fol-
lows.
Theorem 7.2.
Assume that g ( x ) is a twice continuously differentiable function from
Rn into R n and equation
x = g ( x )
possesses a fixed hyperbolic point z0 and a trajectory { z ( t ) : t R } homo-
clinic to z 0 . We also assume that y ( t ) = z ( t ) is a unique (up to a scalar fac-
tor) solution to equation
y = g ( z ( t ) ) y (7.14)
bounded on R . Let h ( t , x , m ) be a continuously differentiable vector func-
tion T -periodic with respect to t and defined for t R , x - z ( t ) < D0 ,
m < s 0 , m R . If

(y(t) , h(t, z(t) , 0) )

-
Rn
dt = 0 ,
(y(t) , h (t, z(t) , 0) )
-
t Rn
dt 0 , (7.15)
where y ( t ) is a bounded (unique up to a constant factor) solution to

the equation adjoint to (7.14),, then there exist D and s such that for
0 < m < s the perturbed equation
x = g ( x ) + m h ( t , x , m ) (7.16)
C
h
possesses the following properties:
a (a) there exists a unique T -periodic solution x 0 ( t , m ) such that
p
t
e
z0 - x0 ( t , m ) < D , t R ,
r
and
6 sup z 0 - x 0 ( t , m ) 0 , m0 ;
t R
(b) there exists a solution x ( t , m ) bounded on R and such that
x (t, m ) - z(t) < D , t R ,
sup x ( t , m ) - z ( t ) = 0 ( m ) ,
t R
and
lim x ( t , m ) - x0 ( t , m ) = 0 ;
t
(c) the linearized equation

y = g ( h ( t , m ) ) + m h x ( t , h ( t , m ) , m ) y , (7.17)

where h ( t , m ) is equal to either x ( t , m ) or x 0 ( t , m ) , possesses an ex-
ponential dichotomy over R .
This theorem immediately implies (see Exercise 7.20 and Theorem 3.1) that
under conditions (7.15) the monodromy operator for problem (7.16) has a hyperbo-
lic fixed point in a vicinity of the orbit { z ( t ) : t R } and a transversal trajectory ho-
moclinic to it.
We will not prove Theorem 7.2 here. Its proof can be found in paper [14]. We only
outline the scheme of reasoning which enables us to construct a homoclinic trajecto-
ry x ( t , w ) . Here we pay the main attention to the role of conditions (7.15). If we
change the variable x = z ( t ) + z in equation (7.16), then we obtain the equation

z = g(z(t) + z) - g(z(t) ) + m h(t , z(t) + z , m) .
We use this equation to construct a mapping F from Cb1 ( R , R n ) R into
C b0 ( R , R n ) acting according to the formula

( z , m ) F ( z , m ) = z - { g ( z ( t ) + z ) - g ( z ( t ) ) + m h ( t , z ( t ) + z , m ) } . (7.18)
We remind that Cbk ( R , X ) is the space of k times continuously differentiable bound-
ed functions from R into X with bounded derivatives with respect to t up to the k -
th order, inclusive.
Thus, the existence of bounded solutions to problem (7.16) is equivalent to the
solvability of the equation F ( z , m ) = 0 . It is clear that F ( 0 , 0 ) = 0 . Therefore, in
order to construct solutions to equation F ( z , m ) = 0 we should apply an appropri-
ate version of the theorem on implicit functions. Its standard statement requires
that the operator L = Dz F ( 0 , 0 ) be invertible. However, it is easy to check that the
operator L has the form
( L y ) ( t ) = y ( t ) - g ( z ( t ) ) y ( t ) .
Therefore, it possesses a nonzero kernel ( L z = 0 ) . Hence, we should use the modi-
fied (nonstandard) theorem on implicit functions (see Theorem 4.1 in [14]). Roughly
speaking, we should make one more change z = m w and consider the equation
F (m w, m) = 0 . (7.19)
If this equation is solvable and the solution w depends on m smoothly, then w sa-
tisfies the equation
D z F ( m w , m ) [ w + m wm ] + Dm F ( m w , m ) = 0 , (7.20)
where wm is the derivative of w with respect to the parameter m . This equation can
be obtained by differentiation of the identity F ( m w ( m ) , m ) = 0 with respect to m .
Due to the smoothness properties of the mapping F , it follows from (7.20) the solva-
bility of the problem
Dz F ( 0 , 0 ) w 0 + Dm F ( 0 , 0 ) = 0 , (7.21)
which is equivalent to the differential equation
w 0 = g ( z ( t ) ) w0 + h ( t , z ( t ) , 0 ) (7.22)
in the class of bounded solutions. It is easy to prove that the first condition in (7.15)
is necessary for the solvability of (7.22) (it is also sufficient, as it is shown in [14]).
Further, the necessary condition of the dichotomicity of (7.17) for h ( t , m ) =
= x ( t , m ) on R is the condition of the absence of nonzero solutions to equation
(7.17) bounded on R . However, this equation can be rewritten in the form
Dz F ( m w , m ) y ( m ) = 0 , (7.23)
where w = w ( m ) is determined with (7.19). If we assume that equation (7.23) has
nonzero solutions, then we differentiate equation (7.23) with respect to m at zero,
as above, to obtain that
Dz z F ( 0 , 0 ) w0 + Dz m F ( 0 , 0 ) y0 + Dz F ( 0 , 0 ) y1 = 0 , (7.24)
where w0 is a solution to equation (7.21), y0 = y ( 0 ) , y1 = Dm y ( 0 ) , and y ( m ) is

a solution to equation (7.23). Equation (7.17) transforms into (7.14) when m = 0 .
Therefore, the condition of uniqueness of bounded solutions to (7.14) gives us that
y0 = c0 z ( t ) , therewith we can assume that c 0 = 1 . Hence, equation (7.24) trans-
forms into an equation for y1 of the form
y - g ( z ( t ) ) y = a ( t ) ,
1 1 (7.25)
where
a ( t ) = - Dzz F ( 0 , 0 ) w0 + Dz m F ( 0 , 0 ) z ( t ) =

= Dx x g ( z ( t ) ) w0 ( t ) + Dx h ( t , z ( t ) , 0 ) z ( t ) .
C
h
Here w0 ( t ) is a solution to (7.22). A simple calculation shows that equation (7.25)
a can be rewritten in the form
p
----- ( y1 ( t ) + w 0 ( t ) ) - g ( z ( t ) ) ( y1( t ) + w 0 ( t ) ) = ht ( t , z ( t ) , 0 ) .
t d
e (7.26)
r dt
The second condition in (7.15) means that equation (7.26) cannot have solutions
6
bounded on the whole axis. It follows that equation (7.23) has no nonzero solutions,
i.e. equation (7.17) is dichotomous for h ( t , m ) = x ( t , m ) .
Thus, the first condition in (7.15) guarantees the existence of a homoclinic tra-
jectory x ( t , m ) while the second one guarantees the exponential dichotomicity of
the linearization of the equation along this trajectory.
As to the existence and properties of the periodic solution x 0 ( t , m ) , this situa-
tion is much easier since the point z 0 is hyperbolic. The standard theorem on im-
plicit functions works here.
It should be noted that condition (7.15) can be modified a little. If we consider a
shifted homoclinic trajectory zs ( t ) = z ( t - s ) for s R instead of z ( t ) in Theo-
rem 7.2, then the first condition in (7.15) can be rewritten in the form

D(s)
y(t - s) , h(t, z(t - s) , 0)
-
Rn
dt = 0 .
If we change the variable t t + s , then we obtain that

D(s) =
-
y(t) , h(t + s, z(t) , 0) Rn
dt . (7.27)
It is evident that

D( s ) =
-
y(t - s) , h (t, z(t - s) , 0)
t Rn
dt .
Therefore, the second condition in (7.15) leads us to the requirement D( s ) 0 .

Thus, if the function D ( s ) has a simple root s0 ( D ( s 0 ) = 0 , D( s0 ) 0 ), then the
assertions of Theorem 7.2 hold if we substitute the value z ( t - s0 ) for z ( t ) in (b).
Performing the corresponding shift in the function x ( t , m ) , we obtain the asser-
tions of the theorem in the original form. Thus, condition (7.15) is equivalent to the
requirement
D ( s0 ) = 0 , D ( s 0 ) 0 for some s0 R , (7.28)
where D ( s ) has form (7.17).
In conclusion we apply Theorem 7.2 to prove Theorem 6.1. The unperturbed Duffing
equation can be rewritten in the form

x1 = x2 ,
(7.29)
x2 = b x1 - a x13 .
The equation linearized along the homoclinic orbit z ( t ) = (h ( t ) , h ( t ) ) (see Exer-

cise 7.1) has the form

y1 = y2 ,
(7.30)
y = 2 b y1 - 3 ah ( t ) 2 y1 .
Let us show that system (7.30) has no solutions which are bounded on the axis and
not proportional to z ( t ) . Indeed, if w ( t ) = ( v ( t ) , v ( t ) ) is another bounded solution,
then due to the fact that h ( t ) + h ( t ) 0 as t , the Wronskian W ( t ) =

= v ( t ) h ( t ) - v ( t ) h ( t ) possesses the properties
d
----- W ( t ) = 0 and lim W ( t ) = 0 .
dt t
This implies that W ( t ) 0 and therefore v ( t ) is proportional to h ( t ) .

Evidently, the equation adjoint to (7.30) has the form

y1 = - b y2 + 3 a h ( t ) y2 ,
2
(7.31)
y 2 = -y1 .
Since we have that
y 2 - b y2 + 3 a h ( t )2 y2 = 0 ,
( t) ; h ( t) ) . Let us now
a solution to (7.31) bounded on R has the form y ( t ) = ( -h
consider the corresponding function D( s ) . Since in this case h ( t , x , m ) =
= (0 ; f cos w t - d x2 ) , we have

D(s) =
h (t) [ f cos w (t + s) - dh (t)] dt ,
-
where
-1
2b 8b
h(t) = ------- sech b t = ------- e b t + e - b t .
a a
Calculations (try to do them yourself) give us that
sin w s
2- ------------------------------- 4- d b 3/2 .
D ( s ) = 2 f w --- - - ------
a p w a
cosh ------------
3
2 b
Therefore, equation D ( s ) = 0 has simple roots under condition (6.19). Thus, the as-
sertion of Theorem 6.1 follows from Theorem 7.2.
It should be noted that in this case the function D ( s ) coincides with the famous
Melnikov function arising in the geometric approach to the study of the transversali-
ty (see, e.g., [1], [2] and the references therein). Therewith conditions (7.28) trans-
form into the standard requirements on the Melnikov function which guarantee the
appearance of homoclinic chaos.
C
h Addition to the English translation:
a
p
t
The monographs by Piljugin [1*] and by Palmer [2*] have appeared after publication
e of the Russian version of the book. Both monographs contain an extensive bibliogra-
r
phy and are closely related to the subject of Chapter 6.
6
References
1. GUCKENHEIMER J., HOLMES P. Nonlinear oscillations, dynamical systems and

bifurcations of vector fields. New York: Springer, 1983.
2. WIGGINS S. Global bifurcations and chaos: analytical methods. New York:
Springer, 1988.
3. NITECKI Z. Differentiable dynamics. Cambrige: M.I.T. Press, 1971.
4. PALMER K. J. Exponential dichotomies, the shadowing lemma and transversal
homoclinic points // Dynamics Reported. 1988. Vol. 1. P. 265306.
5. HENRY D. Geometric theory of semilinear parabolic equations. Lect. Notes
in Math. 840. Berlin: Springer, 1981.
6. CHOW S.-N., LIN X.-B., PALMER K. J. A shadowing lemma with applications
to semilinear parabolic equations // SIAM J. Math. Anal. 1989. Vol. 20.
P. 547557.
7. NICOLIS G., PRIGOGINE I. Exploring complexity. An introduction. New York:
W. H. Freeman and Company, 1989.
8. KATO T. Perturbation theory for linear operators. Berlin; Heidelberg;
New York.: Springer, 1966.
9. RUDIN W. Functional analysis. 2nd ed. New York: McGraw Hill, 1991.
10. LERMAN L. M ., SHILNIKOV L. P. Homoclinic structures in infinite-dimentional
systems // Siberian Math. J. 1988. Vol. 29. #3. P. 408417.
11. HALE J. K., LIN X.-B. Symbolic dynamics and nonlinear semiflows // Ann. Mat.
Pura ed Appl. 1986. Vol. 144. P. 229259.
12. LANI-WAYDA B. Hyperbolic sets, shadowing and persistance for noninvertible
mappings in Banach spaces. Essex: Longman, 1995.
13. HOLMES P., MARSDEN J. A partial differential equation with infinitely many pe-
riodic orbits: chaotic oscillations of a forced beam // Arch. Rat. Mech Anal.
1981. Vol. 76. P. 135165.
14. PALMER K. J. Exponential dichotomies and transversal homoclinic points //
J. Diff. Eqs. 1984. Vol. 55. P. 225256.
15. HARTMAN P. Ordinary differential equations. New York; London; Sydney: John
Wiley, 1964.
16. DALECKY Y. L., KREIN M. G. Stability of solutions of differential equations
in Banach space. Providence: Amer. Math. Soc., 1974.
1*. PILJUGIN S. JU. Shadowing in dynamical systems. Lect. Notes in Math. 1706.
Berlin; Heidelberg; New York: Springer, 1999.
2*. PALMER K. Shadowing in dynamical systems. Theory and Applications.
Dordrecht; Boston; London: Kluwer, 2000.

Introduction To The Theory of Infinite-Dimensional Dissipative Systems-6

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Introduction To The Theory of Infinite-Dimensional Dissipative Systems-6

Uploaded by

Copyright:

Available Formats

Author: I. D.

Chueshov This book provides an exhau-

....1 Bernoulli Shift as a Model of Chaos . . . . . . . . . . . . . . . . . . . . 365

.... References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413

1 Bernoulli Shift as a Model of Chaos

Mathematical simulation of complicated dynamical processes which take place in real

E x e r c i s e 1.2 Let x = { x i } and y = { yi } be elements of the set S m .

E x e r c i s e 1.3 Assume that equation d ( x , y ) < 2 -N holds for x , y S m ,

E x e r c i s e 1.4 Let x S m and let

E x e r c i s e 1.6 Prove that ( Sm , S ) has m fixed points exactly. What struc-

We call an arbitrary ordered collection a = ( a 1 , , aN ) with aj { 1 , , m }

E x e r c i s e 1.7 Let a = ( a1 , , aN ) be a segment of the length N and let

E x e r c i s e 1.10 Prove that the set of nonperiodic points is not countable.

E x e r c i s e 1.11 Let a = ( , a , a , a , ) and b = ( , b , b , b , ) be fi-

Assume that an element c S m possesses property (1.4) with c a and c b .

E x e r c i s e 1.14 Prove that a positive semitrajectory g + = { S n b , n 0 } with

E x e r c i s e 1.15 Prove that the semitrajectory g + constructed in Exercise 1.14

E x e r c i s e 1.16 Construct a negative semitrajectory g = { S n c : n 0 }

Let ( X , f ) be a discrete dynamical system. The dynamics of the system ( X , f )

This is an auxiliary section. Nonautonomous linear difference equations of the form

E x e r c i s e 2.3 Prove that solutions { x n } to nonhomogeneous difference

Let us give the following definition. A family of linear bounded operators { An }

E x a m p l e 2.1 (autonomous case)

a) A P = P A , i.e. the subspaces PX and ( 1 - P ) X are invariant with re-

E x e r c i s e 2.4 Let C be a linear bounded operator in a Banach space X and

E x e r c i s e 2.5 Assume that for the operator A there exists a projector P

E x e r c i s e 2.6 Let A be a hyperbolic operator. Show that the space X can be

6 E x e r c i s e 2.7 Let X = R 2 be a plane and let A be an operator defined by

In the case when the sequence { A n } possesses an exponential dichotomy, solutions

E x e r c i s e 2.8 Prove that G ( n , m ) K q n - m .

E x e r c i s e 2.9 Prove that for any bounded sequence { hn : n Z } from X

Moreover, the following estimate is valid:

for all n Z and for any bounded sequence { hn } X . Assuming that h m = 0

it follows from (2.11) that

Therefore, inequalities (2.10), (2.11), and (2.12) give us that

3 Hyperbolicity of Invariant Sets

E x e r c i s e 3.1 Let g and f be continuously differentiable mappings from

E x e r c i s e 3.2 Let f be a continuously differentiable mapping from X into

6 with the constants K > 0 and 0 < q < 1 independent of x L . Here

E x e r c i s e 3.3 Let L = { x 0 } , where x 0 is a fixed point of a C 1 -mapping f ,

Let L be an invariant hyperbolic set of a C 1 -mapping f and let g = { xn : n Z }

E x e r c i s e 3.4 Prove that the evolutionary operator F ( m , n ) of difference

E x e r c i s e 3.5 Prove that difference equation (3.5) admits an exponential di-

possesses the property P J = J Q and is invertible, therewith

This implies estimate (3.8). The permutability property PJ = J Q is evident.

E x e r c i s e 3.6 Let L be a connected compact set and let { P ( x ) : x L } be

The following assertion contains a description of a situation when the hyperbolicity

Therefore, equation (3.15) implies that

where N is an arbitrary natural number. Upon simple calculations we find that

4 Anosovs Lemma on e -trajectories

Let f be a C 1 -mapping of a Banach space X into itself. A sequence { yn : n Z }

it follows from (4.2) that

It follows from (4.5) that

With the help of (4.7) we obtain that

Thus, Lemma 4.2 is proved.

where M k has the form (4.8).

Therefore, it is evident that

Here we use the estimate

f j(y) - g j(x) max ( e , h ) ( 1 + + M j ) , (4.16)

f j(x) - g j(x) h ( 1 + + M j -1 ) (4.17)

Let us also introduce the values

Hence (see (4.22)),

provided 2 K w ( d Mk - 1 ) < 1 2 . Due to the hyperbolicity of the set L , the operator